well it's 1 year in a lot of places, and 2 years in some places. In Europe I was accepted in a 2 year program at HEC in Paris, but it was for a master in management and I could focus in finance if I wanted to my second year.
It all depends on the school and program, especially since MS in Finance are a rather new thing in the States.
I'll be doing my MSc in Finance and Accounting at the London School of Economics next year, the program is just a year.
I had a dream, it involved me getting 510 on my GMAT...