The EF 8-15 mm f / 4 L Fisheye lens has a gel filter holder on the back of the lens. The gel, or other very fine medium, can be cut to fit this support. Gel ND filters are not as easy to find as before, but are still available from specialized companies such as B & H.
Here is a list of Canon lenses with a 31mm rear gel holder:
- Fisheye EF 8-15 mm f / 4 L Zoom USM
- EF 11-24 mm f / 4 L USM
- EF 14 mm f / 2.8 L USM
- EF 14 mm f / 2.8 L II USM
- EF 15mm f / 2.8 fish eye
- EF 17-35 mm f / 2.8 L USM
- EF 17-40 mm f / 4 L USM
Here is a rear view of the EF 17-40 mm f / 4 L. The rear of the 8-15 mm f / 4 L is similar.
There are also adapters for the aftermarket, such as the Aurora PowerN CR rear mount filter kit for the Canon EF lens, which conforms to the aforementioned lenses and allows the use of the Aurora rear filters. Here is a review of that system.
For some of the problems related to the use of rear gel filters, see this answer and the comments to Why would I use a rear gelatin filter on a front filter?
There is also this article: How to use a gel filter on Canon wide-angle lenses