Out of 47 prefectures, I've been to all but 14. I'm using the metric that I have to have left the train station to count as having "been" to a prefecture -- changing trains in Sendai doesn't count as having visited Miyagi Prefecture.
The list of prefectures I haven't set foot in yet is:
Hokkaidō
Aomori
Iwate
Miyagi
Akita
Fukushima
Ibaraki
Fukui
Shizuoka
Tottori
Yamaguchi
Miyazaki
Kagoshima
Okinawa
Of these, I've traveled through (but not gotten off the train in) 5 of them. So there are 9 prefectures I've never seen at all.
Just for (embarrassing) comparison, I've been to 9 US states. (10, if you count changing planes in Miami once.)