I read this question about finding the closest neighbor for 3-dimensions points. Octree is a solution for this case.
kd-Tree is a solution for small spaces (generally less than 50 dimensions).
For higher dimensions (vectors of hundreds of dimensions and millions of points) LSH is a popular solution for solving the AKNN (Aproxximate K-NN) problem, as pointed out in this question.
However, LSH is popular for K-NN solutions, where K>>1. For example, LSH has been successfully used for Content Based Image Retrieval (CBIR) applications, where each image is represented through a vector of hundreds of dimensions and the dataset is millions (or billions) of images. In this case, K is the number of top-K most similar images w.r.t. the query image.
But what if we are interested just to the most approximate similar neighbor (i.e. A1-NN) in high dimensional spaces? LSH is still the winner, or ad-hoc solutions have been proposed?