Deep multi-wavelength surveys over the past 15 years have shown that most black hole growth in low- to moderate-luminosity AGN is obscured, and thus not well sampled by optical or soft X-ray surveys. We designed the Stripe 82X survey to see whether this is also true for high-luminosity or high-redshift AGN, whose lower space densities require a correspondingly larger survey volume. Characterizing newly discovered X-ray sources requires extensive optical and infrared imaging and spectroscopy, which is why we located our survey in the SDSS Stripe 82 equatorial field. This legacy field has abundant data at other wavelengths, including far- and mid-infrared imaging (Herschel, Spitzer, WISE, UKIDSS, VHS, VICS), deep radio imaging (VLA), deep optical imaging (SDSS, HSC, DES, CFHT), UV imaging (GALEX medium-depth), and extensive optical spectroscopy (>800 spectra per square degree). Our Stripe 82X survey currently has 6181 unique X-ray sources over 31.3 deg2, of which ~5000 have optical counterparts, ~4900 have infrared counterparts, ~1850 have spectroscopic redshifts and most of the rest will have photometric redshifts. The approximate X-ray flux limit is 2E-15 erg/s/cm2 (0.5-10 keV), with a half-area flux limit of 1.7E-14 erg/s/cm2. The Stripe 82X AGN sample is valuable for studying the early growth of supermassive black holes as well as how they affect the evolution of their host galaxies.