The whole story sounds incredibly fishy. Apparently now in addition to "Jesus was a white guy" Christianity and "Jesus was a black guy" Christianity we now have to contend with "Jesus was Japanese" Christianity. Or, at least, Jesus was a middle easterner who somehow found his way to Shingo. Nonetheless, the locals still maintain the burial site that is said to be Jesus' tomb.
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.
So basically it sounds like these "ancient religious documents" found by a "cosmoarcheologist" are a flat-out hoax. It's not impossible that a few westerners might have made their way to Japan a couple thousand of years ago. But the odds that said westerner was the historical person (or perhaps one of several) who inspired the Jesus myth is vanishingly low.
Still, the tomb is maintained as tourist attraction, so if you're ever in Japan you can go to Shingo and see for yourself. Maybe the place really does have some special spiritual presence that convinced the locals the story might be true.