You can achieve similar effect using different keyboard layouts.
When you install an input language, the default keyboard layout is installed for that language. However, you can add more keyboard layouts to an input language and use separate keyboard shortcuts to switch between languages and to switch between layouts of an active language.
For this particular case, when you have English, Russian and Japanese installed already:
In the same window where you add or remove input languages (Control Panel » Clock, Language and Region » Change keyboards and other input method, click "Change keyboard..." button) in the "General" tab click "Add..." button.
In the list find "English (United States)" (or whatever English you have installed).
Under "Keyboard" branc there will be "US (Default)" layout installed already.
Check "Russian" to add Russian layout (you may need to click "Show more..." checkbox first). Click "OK".
Now in the "Advanced Key Settings" tab, select "Between input languages" from the list of Actions and click the "Change Key Sequence..." button. Assign different sequences to "Switch input language" and "Switch keyboard layout" (say, "Left Alt + Shift" and "Ctrl + Shift", respectively).
Now "Left Alt + Shift" will change the input language (English » Russian » Japanese). And when English is selected, "Ctrl + Shift" will change the layout between English and Russian.
You can remove Russian from input languages and use "Ctrl + Shift" to switch between English and Russian and "Left Alt + Shift" to switch between English/Russian and Japanese, just on key stroke per switch.
Note 1: of course, you can also do the opposite and add English layout to Russian input language, or whatever.
Note 2: while switching between input languages will change the input language indicator in the system tray notification area (e. g. EN » JA), switching between layouts will only change the layout icon (which is the same "keyboard" icon by default, but can be customized in the layout properties).
Note 3: You may need to close and re-open an application window for these changes to take effect.