ND = Neutral Density filter
He uses a range of ND (Neutral Density) filters, mostly from Cokin (it's marked in the comments). Part of the filter is clear and part is dark, with a gradual transition between the two. You set the camera up on a tripod (as for any serious landscape photography) put the filter in the holder and move it up and down and rotate the holder till you get just the effect that you want seen through the viewfinder. Usually you darken the sky but in one case he used the filter upside down to darken the water.
Graded ND filters used to be very common with landscapes on slide film. I've got some for my Hasselblad.