I'm a US citizen and looked into getting a Japanese bank account. From my research sounds like you can only do it in person, need a non-hotel address, and need a certain type of document that I forget the name of. From my reading even US military over in Japan sometimes can't open accounts.

I've been looking a bit into opening a Hong Kong bank account. From my reading it sounds like they deal in multiple currencies as standard practice. I'm not sure if a Hong Kong bank will help speed up Gox withdrawals though...