Certainly thyristors can be used.
there are other power semiconductor devices also available like IGBT which can work at such a high voltages. (quite expensive ).
Or you can step down you voltage for switching action and then again step it up (if your application permits ).
i think you will have to use some kind of magnetron switch.
if you just want to generate a 1us pulse of kv range then you can use a pulsar in lower voltage range using mosfet and step it up to the required voltage using a pulse transformer.
you can use spark gap as well if your circuit turns off on its own.
what king of application you are looking for?
Hock