Split webplayer build into smaller files?

Is there a way to split the webplayer build into smaller individual files and still able to recognize by html and running?

The simplest thing is probably to create a streamed web player, which will load in your scenes one at a time: http://unity3d.com/support/documentation/Manual/Web%20Player%20Streaming.html

The manual page I’ve linked discusses some more advanced options, as well.