Check out camera hacker extraordinare John Kittelsrud‘s magnetic filter holder. He writes:
The lumps of tape on the sides of the Cokin filter holder are super magnets with a healthy dose of gaffers tape. These are holding on to two pan washers that are held on to the camera body with, what else, gaffers.
I had to carve away some of the holder to get the cable release to fit right. It should still work on a regular camera, if I ever buy a mounting ring.
Suh-weeeeet!