Been thinking about this tonight. And in my lifetime, as shocks go (irrespective of betting price) i think it probably is. Greece winning the euros, Wimbledon beating Liverpool and buster Douglas beating tyson are the closest i can think of.
I think Wimbledon beating Liverpool as a one-off event, although a massive upset at the time, has to be considered in the wider context to realise just how massive it was. At the time it was a top-flight team beating a better top-flight team, but 11 years previously Wimbledon were a non-league team - I would think the real odds on a non-league team, at the time of no automatic promotion, to get promoted to the league, all the way to the top flight, and then win the FA Cup, in 11 years, would have been far higher than 5000/1!