I travelled to Japan because, as far as I know, it’s the only place that practices this unique style of climbing. But in reality, you could climb up any waterfall you like.
Having said that, the rock itself seems to play a big part in how 'realistic' your chances are. Quick setting volcanic rocks, like basalt, seem to give the best climbing conditions, as even when polished by the river there are holds (in the form of air pockets in the rock) that you can use.
A lot of the canyons in the Alps are granite, which with the passage of millions of years of water, become incredibly slick and impossible to climb. Great for sliding down whilst canyoning, not so good for sawanobori!
We based ourselves close to the city of Toyama in Japan as our main goal for the trip was the tallest waterfall in Japan, Shomyo Falls, but there are plenty of other spots around.
Once again, before you give this a try yourself, seek out a local sawanobori expert and ask their advice.