After stepping off a plane from the Brazilian host city, Tokyo governor Yuriko Koike held the flag at a ceremony at the city's Haneda airport.

"I strongly feel a heavy responsiblity" for the next Olympics, Koike told the crowd.

A kimono-clad Koike received the flag at the closing ceremony on Sunday in Rio where thousands of fans and athletes donned ponchos on a wet and windy night for a colourful festival of Brazilian culture and music with bursts of fireworks.

Smiling and waving athletes danced into the Maracana stadium taking selfies.

Japan's Prime Minister Shinzo Abe made a comical cameo as Nintendo video game character Super Mario as Tokyo set a light-hearted tone for its hosting of the 2020 Games.

Abe came out from a pipe after a video showed plumber Mario drilling down from Tokyo into the earth to reach Brazil.

"I wanted to show Japan's soft power to the world with the help of Japanese characters," Abe told reporters.

"I wasn't sure how the audience would react. But I received so many cheers. I appreciate it."

Abe pledged in Rio that he will work hard to host the best Games yet but Tokyo's Olympic preparations have suffered high-profile setbacks including soaring costs and having to redesign the Games logo after accusations of plagiarism.

French prosecutors have also launched an investigation into alleged bribes linked to Tokyo's winning Olympic bid, which organisers have denied.

The Games were awarded to Tokyo in 2013, with expectations that they would be a model of efficiency with the city touting itself as "peaceful, reliable, safe, and stable".

Koike, who was elected in July as Tokyo's first female governor, has ordered officials to rein in ballooning costs. 

Koike is a former TV anchorwoman, defence minister and environment minister. 

The games in Brazil -- which is embroiled in a political crisis over the impeachment of suspended president Dilma Rousseff -- suffered a series of setbacks.  

Tourists, officials and athletes have had to dodge the scenic city's notorious street crime, structural problems inside the Olympic Village were a challenge and the Olympic diving pool turned green.