We know (or at least, strongly suspect) that superclusters and similar-sized features are the largest structures in the universe because:
1) We don't directly observe light from structures that are larger than that.
2) The velocities of galaxies don't seem to be influenced by structures that are more than a few hundred million light-years away. From that you can infer that there *are* no structures with sizes bigger than that.
3) Our present understanding of how large scale structure formed in the universe (which is backed up by other observations, independent of those from #1 and #2) doesn't allow for even larger structures. Given how long the universe has been around, and how fast it's expanding, you can figure out how large the largest structures that have had time to form would be. That size is about the size of superclusters.
This page was last updated June 27, 2015.