Many hosts size the TCP receive window too small for high speed transfers on high bandwidth links if there's much latency. Either adjusting the receive window size or using a newer TCP stack can result in large increase of transfer performance. (NB: some proxies can be a problem for this too if they actually terminate both ends of the data flow.)
Some hosts set MTU down to 576 when traffic is leaving local subnet. Internet, today, often appears to handle the Ethernet size 1500 w/o problem. Larger might also be possible. Insure largest MTU that's possible between hosts is being used.
As the other poster noted, compression can increase performance. (Your mileage might vary.) If lots of the content of the file is static, applications that create compressed delta files, can make for hugh improvement in transfers.
Lastly, if working with high bandwidth and high latency, TCP is noted for slow ramp up. There are some transfer applications that will "slice" a file into multiple segments and transmit them concurrently. (This also addresses receiving client with too small TCP receive window.)
PS:
Besides proxy issues, sometimes firewalls or intrusion detection systems can be a problem for high speed transfers. Much depends on how busy the device is compared to its maximum performance and/or how "smart" it tries to be examining the traffic.
