FPGA Max PWM Frequency
If you just want to produce a PWM signal, most modern FPGAs have high-speed SERDES (serialize/deserialize) circuits built into their I/O that can run at tens of GHz. 10 GHz/2000 = 5 MHz PWM.

But often, PWM is just being used as a crude form of DAC. It's simple, but has severe bandwidth limitations. If that's what you're doing, other techniques such as delta-sigma modulation give you better tradeoffs.