What probems may arise with a 200V rated relay conducting 1000V 1A?
Here is what happens when you try to disconnect a relay at a high voltage relative to the dielectric strength of the medium (air)/open air gap.  

During the brief period when the gap is opening, but not yet fully open, the air gap looks like a capacitor.  The dielectric strength of air, that is, the amount of voltage needed to turn it from an insulator into a conductor, isn't terribly great.  

If there is any inductance in the circuit, current will continue to flow into the gap, momentarily charging the capacitor up far past the dielectric strength of the air.  Almost all contact style switches produce some amount of spark.  You may have noticed the wall switches in your house flash when you turn off large loads.

That spark is cause by the ionization of the air, turned into a plasma, that happened to carry a few electrons across the gap.  Though air is a decent insulator, plasma is a very good conductor.  As current flows through the plasma, more plasma is produced.  The rate of plasma production will basically be determined by the voltage across the gap (more voltage is more current is more plasma), and the resistance of the plasma (less resistance is more current is more plasma).  

If the gap is large compared to the voltage, the plasma will quickly dissipate, and the switch will do it's job of opening the circuit.  If the voltage is large, compared to the gap, the volume plasma will increase faster than it can dissapate, until the whole gap is filled with plasma, and conducting electricity in a run-away reaction.

If you're lucky, that's the worst of it.  If the contacts are metallic (and they usually are at modest voltages), the intense heat of the plasma can cause the contacts to melt and ultimately weld closed, putting the switch in a perminantly on state, even after current is removed.

A similar process can occur even in solid state switches;  This is not a phenomenon limited to mechanical relays.

You should NEVER use a switch to open a circuit at a voltage higher than the value it is rated to block.  Fortunately, high voltage, solid state switches are perfectly capable and available at reasonable cost.