You may well have seen a typical diagram showing the chromaticity diagram and the gamut of an RGB monitor. The gamut is a triangle, of course, with the vertices formed by the chromaticities of the RGB primaries. See, for example, http://colourware.wordpress.com/2009/10/04/subtractive-mixing-why-not-rgb/.
However, that triangle is a little misleading. One problem is that we are only looking at the maximum chromaticities available – this does not imply that all of these chromaticities are available at every luminance level. Take the very vertices of the triangle – these occur for the RGB values [255 0 0], [0 255 0] and [0 0 255]. The luminance of the pure red [255 0 0] might be 27 cd/m2, of the pure green [0 255 0] 56 cd/m2, and of the pure blue [0 0 255] might be 6 cd/m2. (These are luminance values for a typical RGB monitor – your monitor will vary a little from this and depending upon your settings.) This means that the chromaticities of the points of the triangular gamut are only available at these respective luminance levels.
For the monitor just described the maximum luminance would be obtained when RGB = [255 255 255] and the luminance of this white would be 89 cd/m2. So for very high luminances the gamut is tiny since to achieve these high luminance values you need to have all three RGB guns firing and hence by definition the colour is going to be very desaturated.
For the typical monitor described above I have calculated the gamut of colours available at three luminance levels: 10 cd/m2, 40 cd/m2 and 70 cd/m2. I have plotted these below and coloured bright red the chromaticities that cannot be obtained at that luminance. So, for example, at 10 cd/m2 you can obtain most chromaticities but not the pure blue. The reason for this is the pure blue [0 0 255] would be only 6 cd/m2 – to get 10 cd/m2 you need to add a little red or green and this desaturates the blue.
At 40 cd/m2 you can obtain a much smaller gamut and at 70 cd/m2 the gamut obtainable is very limited. To get such high luminances on this typical RGB monitor you would need high R and G values and that gives you yellows and yellowish whites.
The point of all this is that gamuts are three dimensional and looking at the gamuts in a 2-D chromaticity diagram can be very misleading.