I think the best way to do this built a few sub-domains and build individual pages for each concentrated keyword. It is always better to target 3-5 keywords per page.
Don't overuse keywords, no more than 3 per page if you want Google to ban your site. As previously said, you will need a 2000/3 pages web-site. But my advice is to stydy Google keyword tool and pick up to 100 keywords and work with them.
Whats the point? You going to out compete everyone else on 2,000 keywords. If you pour a package of koolaid in your toilet the water will change color. If you pour the same in a public pool it won't even be noticed. Sounds like you have niche marketing cornered.
ignore comment by seohyderabad as 20 keywords per page is way too many, as shniager says, no more than 3 per page.... though why on earth do you want to target 2000 keywords, it sure as hell will not look natural to google and they may believe that your site is a spam site and you will not rank...
The amount of keyword used depends largely on the number of words contained on the page in question. A good density falls between 3-5% max. Br Seo_genius
Optimizing a site with 2000 keywords will take forever. Don't put too many keywords in the site. Focus on a few searchable keywords to rank your site.