Jigokutani Monkey Park

From Tokyo, you’ll need to take the Shinkansen to Nagano station via Omiya station. Look up the details on transportation on hyperdia http://www.hyperdia.com/en/

Then you take a bus (about 40 min.) and get off at Snow Monkey Park bus stop. It's a long walk from there into the park so be prepared. http://www.japan-guide.com/e/e6028.html