We investigate the effectiveness of using a large ensemble of advanced neural language models (NLMs) for lattice rescoring on automatic speech recognition (ASR) hypotheses. Previous studies have reported the effectiveness of combining a small number of NLMs. In contrast, in this study, we combine up to eight NLMs, i.e., forward/backward long short-term memory/Transformer-LMs that are trained with two different random initialization seeds. We combine these NLMs through iterative lattice generation. Since these NLMs work complementarily with each other, by combining them one by one at each rescoring iteration, language scores attached to given lattice arcs can be gradually refined. Consequently, errors of the ASR hypotheses can be gradually reduced. We also investigate the effectiveness of carrying over contextual information (previous rescoring results) across a lattice sequence of a long speech such as a lecture speech. In experiments using a lecture speech corpus, by combining the eight NLMs and using context carry-over, we obtained a 24.4% relative word error rate reduction from the ASR 1-best baseline. For further comparison, we performed simultaneous (i.e., non-iterative) NLM combination and 100-best rescoring using the large ensemble of NLMs, which confirmed the advantage of lattice rescoring with iterative NLM combination.