While in Japan on this last trip, I spent a few days climbing with a mate who runs ice climbing trips around Japan.
The climbing is on icefalls and waterfalls in the surrounding valley. There is also an artificial ice wall that is next to the lodge and perfect for introducing someone to ice climbing before getting on a real frozen waterfall.
There is more information on the ice climbing japan website and I'm sure that Ed can answer any more questions.
www.iceclimbingjapan.com
Good option if you are in the area for skiing too. Take a few days out and climb some ice.