Subfigs of a figure on multiple pages

Everything inside \begin{figure}…\end{figure} must not be larger than a single page. In order to break it over pages, you must do it manually. Use \ContinuedFloat from the subfig package to do this: (from the subfig documentation, §2.2.3)

\begin{figure}
  \centering 
  \subfloat[][]{...figure code...}% 
  \qquad 
  \subfloat[][]{...figure code...} 
  \caption{Here are the first two figures of a continued figure.}
  \label{fig:cont}
\end{figure}

\begin{figure}
  \ContinuedFloat 
  \centering 
  \subfloat[][]{...figure code...}% 
  \qquad 
  \subfloat[][]{...figure code...} 
  \caption[]{Here are the last two figures of a continued figure.}
  \label{fig:cont}
\end{figure}