Other cultures have similar legends to the tennyo.  Here are two from European origins:

Mermaids
Many versions of mermaid tales share similarities to the tennyo.  Like the celestial maidens, mermaids often had some item of power that allowed them to travel between the human world and the mer world.  This item might be a comb, a shell hat, a musical instrument or a robe.  Also much like the tennyo, these creatures often had the items stolen or tricked away from them by fishermen who wished to capture them as mates.

Swanmays
Like tennyo, swanmays resembled beautiful human females when encountered in their transformed state.  However, rather than being from a celestial realm, swanmays were the human form of the graceful swans that drifted by in ponds and rivers.  Also like tennyo, the swan maidens had a special robe that allowed for their transformation back into their bird form.  These robes were usually made from feathers or decorated with them, a sure sign of the woman's origins.