First, an empty plane with full fuel tanks can go further. Second, they make fuel stops along the way. Thirdly, sometimes the plane is broken into pieces and transported via ship; and re-assembled at the destination. It all depends on customer demand, aircraft capability, weather and other factors.
I read an article on ferrying ATR-42 from France to the US. The trip took 2 days and made fuel stops in Ireland, Iceland, Canada and the US. It's not a pleasent experience even for the pilots. They have to deal with storms over the Atlantic and long overwater navigation. But this is not the worst. Imagine making a delivery trip of a Shorts-360 to a customer in Asia.