How dense did you want to go? if it is 3 stops or less there is choice as referenced by the posts above. However, no one makes a screw-on 82mm > 3 stops without it being special order.
Singh Ray makes a variable ND that is 82mm, but that is because it is so thick ,14mm, that he expects that you will use it with step downs to get to your lens thread. If your lens comes with an 82mm thread its because it is a WA lens and you need to keep it wide. A 14mm deep filter will strongly vignette on a WA lens, like stacking 3x5mm filters.
Yes I have struggled with this issue as I have 2 lenses with 82mm thread, Zeiss Distagon 21 f2.8 ZE and 24 TSE II.
Even in the gel filters, ND>3 is not very common, but they do exist. Hitech sells a 4 stop gel filter, use 2 of them. Lee is working on a 10 stop gel filter, out later this year? For gel filters you want a Lee filter holder with the 82mm wide angle adapter. The Lee holder fits 4x4" (or 4" x 6") filters. I have modified the Cokin Z holder to be similar:
http://forums.dpreview.com …e=34697350&q=Cokin+Z&qf=m
Mike K