It depends on how accurately you are expecting to control your cutoff frequency. A few point come to mind ...
High value electrolytic capacitors have wide tolerances, indeed cheap ones can be as wide as +100%/-50%. You won't get much better than ±10% and stability could still be an issue. Solid electrolyte (aluminium/tantalum) have better stability but will be much more expensive.
Electrolytic capacitors will have a finite leakage current which will produce dc offsets given that your resistor values will also be high.
Make sure that your circuit biasing keeps capacitors correcty polarized.
High value capacitors will have to charge & discharge somehow if there is a non-zero dc bias (ie single rail). This will cause turn-on 'thumps' as the circuit settles-down which may take a many (tens of) seconds. At turn-off, the capacitors may discharge into the op-amp causing damage although given that your resistor values will also be large, this is less likely to be a problem.
The lowest frequency filter I have ever built was a 5Hz ±20% two-stage S&K (4 pole) maximally flat design which worked perfectly well.
You might also want to look at a Gyrator circuit to simulate a high value inductor.