With the latest Nikon D810 and D500 price drops, the gray market prices are also going down:
These are the lowest prices I’ve seen online so far for the D810 (was also $1.999 before) and the D500 (was $1,499 before).
You can now repair gray market D810 cameras in the US (in authorized third party repair centers).
Update: gray market Nikon AF-S NIKKOR 24-70mm f/2.8E ED VR lens now sells for $1,649 (regular: $2,196.95)