Non-Parametric Methods Like K-Nearest-Neighbours in High Dimensional Feature Space
This problem is known as the curse of dimensionality. Basically, as you increase the number of dimensions, $d$, points in the space generally tend to become far from all other points. This makes partitioning the space (such as is necessary for classification or clustering) very difficult.

You can see this for yourself very easily. I generated $50$ random $d$-dimensional points in the unit hypercube at 20 evenly selected values of $d$ from $1..1000$. For each value of $d$ I computed the distance from the first point to all others and took the average of these distances. Plotting this, we can see that average distance is increasing with dimensionality even though the space in which we are generating the points in each dimension remains the same.

Average distance vs. dimensionality