There are a few opportunities for rock climbing in Yamanashi.
Pirania has two gyms in Yamanashi, one in Isawa and one in Fujiyoshida.
There is also a gym named Ten (天) near Higashihanawa Station.
Finally, Kosei Sports Park has a climbing tower.
Some bouldering can be done in Hayakawa. See the town wiki page for more details.
There are a few popular trad routes north of Kofu.
Popular locations outside of Yamanashi include Ogawayama in Nagano (bouldering, sport, trad) and deep-water soloing in Shizuoka.