has there even been one in New Japan?
Yes. There has been four of them
1.13.08 NJPW Lock Up: Eight Man Tag Team Cage Death: Great Bash Heel (Gedo, Jado, Togi Makabe & Tomohiro Ishii) v Ouetsu Reppan Domei (Shadow WX & Takashi Sasaki), Kintaro Kanemura & Masao Orihara
2.4.07 NJPW Lock Up: WEW Heavyweight Title Cage Death: Togi Makabe v Mammoth Sasaki
3.28.04 NJPW King of Sports: IWGP U-30 Openweight Title Empty Arena Cage Death: Hiroshi Tanahashi v Kazunari Murakami
8.28.03 NJPW Osaka Dream Night: IWGP Heavyweight Title Konami Cage Death: Yoshihiro Takayama v Masahiro Chono