I honestly do not think there is anywhere in the world that has easy access to the ocean, a large potential hydraulic head, and a pre-existing elevated saline lake to work with. Maybe somewhere in the Atacama? Is there enough power demand in the region to make it worthwhile?
As the sibling comment shows, you can build an artificial lake large enough to be feasible. The Okinawa plant seems to have been decommissioned for lack of need (at its given cost). It was probably a victim of the current oil/gas extraction boom and artificially deflated oil prices. Still, I wonder about their ability to control costs due to corrosion--salt water is horrible for this reason.
I couldn't find much more about the site in English, but considering how expensive the lining must have been for what was a pretty small storage pool, in addition to needing expensive materials like stainless steel and assorted specialty plastics to deal with corrosion...
I can't know for sure, but regardless of whether they say it was due to weak demand or not, I bet it was the saltwater issue that sunk the project more than anything else.
