CD players sold in Japan can work in US with no problem?

Yes it works, but the life of the CDP will be shortened.
The voltage regulators in the DC power supply are working their butts off trying to maintain a constant designed rated voltage.

Good Lord. This is so far beyond wrong its backwards!

The challenge in building a really good regulated power supply is in maintaining constant voltage in the face of wildly varying swings in demand. Not supply. Demand. 

The challenge with regards to incoming voltage isn't the voltage per se, but the noise riding on the AC line. Whatever the incoming voltage, hardly matters, because it is gonna be stored in caps anyway. The idea is the caps, in storing the power also filter the noise. Which they do, just never as good as we'd like, which is why power supply mods and things like dedicated lines, power cords and conditioners matter so much.

But remember I said it was not just wrong but backwards? I'm gonna use the usual water metaphors here. Voltage is pressure. The caps are dams storing up the water. We want the dam full at all times, to help keep constant water pressure coming out the other end of the hose. The higher the pressure (voltage) coming in, the faster the dam fills, the easier that is. Not harder. Easier.

Sorry but it is well known over-voltage will damage electronics.

Not in a cd player or dac, as every separate power supply block in them is regulated. 
The only thing is the mains transformer "if" it can't handle the extra heat, if not over spec'd. 

Assuming the player uses linear voltage regulators, which is a good bet, running the player with 20% more AC voltage than it is nominally intended to be used with will cause the amount of power that is dissipated by some of the parts in the regulator circuits to increase to levels that the designer most likely didn’t anticipate. Consequently both the temperature of those parts and the overall internal temperature of the player will increase to unanticipated levels. Also, of course, the voltages seen by the power transformer, by capacitors in the power supply, and perhaps by other components will increase, relative to what the designer anticipated. None of those factors are good news with respect to long term reliability.  And conceivably with respect to sonics as well.

In addition to the converter that was suggested by Elizabeth you can find inexpensive converters here:

https://www.voltageconverters.com/

Regards,

-- Al

Many thanks.
So far, I have purchased a few electrical items from Japan, assuming that 100V would be no problem with 120V. They were all cheap electric devices under $100, and used very occasionally, and I haven't had any problem so far.
I was looking for something over $1K Marantz CD player from Japan and I wanted to make sure that it would not have any problem. It appears like I'd rather look for something else made for US usage.