  Some variants of the MSSM feature a strip in parameter space where the
lightest neutralino is identified as the lightest supersymmetric particle
(LSP), the gluino is the next-to-lightest supersymmetric particle (NLSP) and is
nearly degenerate with the LSP, and the relic cold dark matter density is
brought into the range allowed by astrophysics and cosmology by coannihilation
with the gluino NLSP. We calculate the relic density along this gluino
coannihilation strip in the MSSM, including the effects of gluino-gluino bound
states and initial-state Sommerfeld enhancement, and taking into account the
decoupling of the gluino and LSP densities that occurs for large values of the
squark mass. We find that bound-state effects can increase the maximum LSP mass
for which the relic cold dark matter density lies within the range favoured by
astrophysics and cosmology by as much as ~ 50% if the squark to gluino mass
ratio is 1.1, and that the LSP may weigh up to ~ 8 TeV for a wide range of the
squark to gluino mass ratio \lesssim 100.
