Okay the Bujinkan under Hatsumi Sensei is or will be applying it appears to become a religious organization in Japan. Now in Budo Taijutsu as in many Japanese systems there has always been and element of Shintoism because of the Kamidana, etc. So from my understanding in order to maintain the Bujinkan as a organization after Hatsumi's passing he is or will be changing it to a religious organization so that the Government does not seize all the assets.
For further details please see:
http://www.kutaki.org/modules/newbb/viewtopic.php?topic_id=4353&forum=10 (especially the first post by Shawn)
This is Hatsumi Sensei's organization and as the Soke of it he is attempting to insure it's long term survival. Other systems in Japan like Shorinji Kemp and I believe several Koryu systems like Tenshin Shoden Katori Shinto Ryu also have Shrines and I belive are or may be also classified as a religious organization. So it is certainly not unheard of in Japan.