Many foreign residents of Japan claim to know someone who knows someone who has seen a mysterious Japanese Christmas display. A department store Christmas window that features Santa Claus crucified on a cross.
The location of the story alternates: Yokohama, Saitama, Chiba, Osaka. It's probably a myth. A photo would have surfaced. A few fakes have been circulated by nothing convincing.
Source: http://www.japan-talk.com