Going to necrobump, as there don't seem to be too many hits about OpenBSD and Japanese. In 6.2, fcitx-anthy has been added and works quite well. A few quirks--the default vi doesn't work with it but you can install nvi from ports. (2 years ago, Oko had recommended that approach to me and its still necessary.) For some reason, at least in my setup, to get Firefox to accept input, you have to declare LC_CTYPE (I remember this happening with FreeBSD earlier) as ja_JP.UTF-8. I have it detailed on my Japanese input page in case someone googling for the info hits this post.
http://srobb.net/jpninpt.html#OpenBSD