I have recently needed to measure leakage current in high voltages devices like transformers and purchased a modern digital Megger. This video is about the high voltages that are at the tips of the megger probe and how you should be Very Careful if you use it to measure capacitors.
BTW these meggers can be used to check very high ohmage resistors (Gig ohm level resistors) just like any ohm meter. Just remember you have some HV at the probe tips that can bite you...Be Safe...