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The tables in the link JACANT posted show the size of the LED as a component (which generally includes lens and solderable electrical contacts). The size of the LED die (semiconductor material which actually emits the light) is sometimes much smaller, as you can see in this illustration on wikipedia: https://upload.wikimedia.org/wikipedia/commons/thumb/f/f9/LED%2C_5mm%2C_green_%28en%29.svg/330px-LED%2C_5mm%2C_green_%28en%29.svg.png
The link JACANT posted is mostly aimed at the model train/car/etc market. LEDs for general purpose lighting in regular full-size buildings (instead of models) are sometimes significantly larger.
The Cree CXB3590 has an emitting area about 35 mm in diameter (though it may actually be an array of emitters).
Also, organic LEDs (OLEDs) are constructed somewhat differently, with an organic layer sandwiched between two electrodes, one of which is transparent. That lends them to use with an array of transparent electrodes to create graphic displays.