Which Christian denominations believe Jesus is buried in Japan?

The alleged burial site of Jesus in Japan has no connection with the Kakure Christians. The Kakure(=hiding) Christians had stayed from the 17th to 19th century in the western end of Japan and the burial site is in the north, very north.

I had visited the place 2 years ago. The site is developed for tourists, not for Japanese Christians. They hold annual so-called Christian ceremony that is done by the local Shinto priest. In conclusion, no sect believes it. As a Japanese, I wish you take this as a joke and visit the site one day for fun!

Which Christian denominations believe Jesus is buried in Japan?

The short answer is that no Christian denomination believe in this myth.

The Tomb of Jesus Christ in Shinzo, Japan has nothing to do with the Kakure Christians of Nagasaki (of 1865) in Japan. The Kakure Christians of Nagasaki were in fact hidden Catholics living in secret due to persecution. It is deemed by most Japanese to be a myth or hoax at best.

The small village of Shingo in Japan’s Aomori Prefecture is known not only for its cattle ranches and yam production, but thanks to one rogue cosmoarcheologist the village is also home to the supposed Tomb of Jesus Christ.

According to apocryphal religious writings known as the Takenouchi Documents, it was not Jesus who was crucified on that bloody Golgotha, but in fact it was his younger brother, Isukiri. After being captured by the Romans, it is said that Jesus escaped by switching places with his younger brother, taking only a lock of the Virgin Mary’s hair and one of his brother’s ears while he fled to Japan. After settling down in Shingo, Jesus is said to have had three children with a local woman before dying of natural causes at the age of 106. It is even believed that many of the village’s current inhabitants are the descendants of that holy blood.

It appears that the Takenouchi Documents’ (found in 1936 and conveniently destroyed during World War II) were the work of cosmoarcheologist Wado Kosaka who would later gain fame by attempting to contact aliens on live television. A reproduction of the documents is on display at the nearby Jesus museum, yet the work is still thought to be a hoax. Despite how outlandish the story seems, many believers point to variations in speech, custom, and even eye color in the villagers of Shingo as evidence of Jesus’ Anglo-Christian influence among the people.

The Tomb of Jesus Christ itself sits atop a hill and is an actual burial mound with a large cross sticking out of the top. Next to it, another, nearly identical mound is said to hold Isukiri’s ear and the Virgin Mary’s lock of hair. - Tomb of Jesus Christ

Shingo, Japan is in the far north, while Nagasaki is in the south of Japan.

This whole myth has an air of tourism in it to say the least.

The original scrolls were brought to Shingo by an Eastern magi that included the Shinto priest, a historian and a charismatic Christian missionary who preached that the Japanese emperor was the Jewish Messiah. They were joined by Shingo Mayor Denjiro Sasaki, a publicity hound eager to make the town a tourist destination. Sasaki led them through a valley of rice fields and up a slope to a bamboo thicket that concealed the burial mounds. For generations, the land had been owned by the garlic-farming Sawaguchis - The Little-Known Legend of Jesus in Japan

The alleged burial place of Jesus at Shingo, Japan

The tomb of Christ in Japan dates from 1936 only!

Addendum:

See this question:

How do Catholics in Japan celebrate the Feast of the Discovery of the Hidden Christians?

The Kakure Kirishitan literally Hidden Christians were a sect of Japanese believers who received the Gospel in the 1600s, but after foreigners were expelled and went underground. In the 200 years or so following, they developed many peculiar to syncretic to downright heretical ideas about Christianity, mainly based on passed down traditions that had become corrupted over time. What characterized their worship, for example, was a Buddhist sounding chant using Latin-sounding version of the Lord's Prayer and the Hail Mary.

That said, two points are in order:

1. I could not locate any information about a supposed kakure krishitan burial site for Jesus Christ, one way or another. From the link provided, I see the reference, but no mention of kakure krishitan. That said, it wouldn't be an unreasonable assumption.

2. Such a position, that Jesus died and stayed in the grave is as fundamentally heterodox as it gets. C.S. Lewis, for example, stated that the resurrection was the essential distinctive of Christianity, without which the religion was useless. Paul also stated, "If in Christ we have hope in this life only [i.e. no resurrection], we are of all people most to be pitied." (1^st Corinthians 15:19 ESV) The resurrection and the empty tomb are sine qua nons of the faith.

In short, if Jesus' bones have any resting place, the whole thing falls apart.

As such, its really hard to call any sect that denies the resurrection Christian.^*

_{* I know we're not supposed to answer "are X Christians" or not—I'm not trying to say this of any group—only an essential doctrine that is a clear dividing line between Christian and other.}