I've literally bolted sheet sets together. Preferably, chicago screws would be used, but shoulder bolts or minimal-thread-length screws with smooth shank are well enough.
It was silly. Very silly. But it was requested that a hard copy be bound. Our office manager lady sat and put hole-reinforcement sticky things on every sheet, as well, before we assembled it all. And we used a thicker binding 'comb' we fashioned out of some hefty card stock. I guess it's a comb... or whatever you call the cardboard protectors that normally get stapled around the bound end.
ETA: We used Cerlox up to a point but I think our biggest ones were like 1-1/2" dia or so.