While much of the worldbuilding of Touhou takes elements from Shinto, Buddhism and Taoism, one can find elements that incorporate influences beyond those three. Such key elements include ZUN's depiction of the Moon, the idea of layers of reality and the idea of passing into fantasy. These seem to incorporate influences from real-life paranormal and conspiracy lore, Western esoteric thought and the fringes of science, or at the very least, pop culture representations of such things.
The inclusion of such ideas suggests that beyond the folklore and faiths of his native land, ZUN also has some interest in the general ”weird scene” of paranormal, esoteric, magical and fringe science things and it's pop culture representations. An interesting but as of now unresolved question is that how much of an imprint various New Age, ufological and Western esoteric ideas have had in Japan. Would some of these ideas be such that ZUN would have been organically exposed to them, or did he have to go digging for them by himself?