I want to try to make anpan and I was planning to use this recipe for koshian for the anpan's filling. However, I do not have access to azuki beans. Is there another bean that I can use as a substitute?
There are many different kinds of "an" paste. Left unspecified, the generic type is "red beans", specifically azuki. I've found it pretty easy to find azuki beans in Germany, the US, Japan and Korea, so I can't imagine it being terribly hard anywhere else; in the US and Germany it was often sold by natural foods shops when there wasn't an Asian market nearby. The name was sometimes spelled adzuki.
One reasonable alternative is white navy beans, sometimes called cannellini beans in the US, or perhaps lima beans. Either one can be used to make "shiro-an", or white an. Mixed with salted cherry blossoms, shiro-an becomes sakura-an. Alternatively, it could potentially be flavored with sesame or something like the herb yomogi.
Another alternative is uguisu-an, which, as far as I understand, is made from green peas and generally has an improbably bright green color. The word comes from the Japanese word for nightingale, supposedly due to the visual similarity to nightingale poo. In the Japanese sources I have checked, it's not 100% clear to me whether one should be using dried or fresh/frozen shelled peas. It looks like there are precedents for both.
Fresh green soybeans (or frozen ones), known as edamame in Japanese, can be used to make zunda, which is from Sendai. I don't know how well zunda would stand up to baking, though, as I find zunda better suited for serving with mochi or shiratama dumplings.
In China, lotus seed paste, made from boiled ginko nuts and sugar, is also popular, and could be used in baked goods.