I use 4" filters in my video rigs... Lee, Hitech, Tiffen, etc. These are the 4x4 filters in plastic or glass that are anywhere from about 2 - 5mm thick.
In my experience, they all work properly with my cinema-style matte boxes... but I'm not sure if there's some "photo" filter version that's somehow different than the filmmaking filters. I'd assume if the size and thicknesses are the same it would work.
I don't know if Cokin makes 4x4's, I'm more familiar with their smaller filters like their "P" system.
I've found with these filters, you really need good flags or a hood on the front, and a foam donut or some "nun's knickers" (leather-type bag that seals the lens to the filter holder). You can get terrible reflections from the back of the filter if it's not pressed right into the lens (or a foam donut).