In the second century BCE Nagarjuna proved that nothing really exists and nothing ever really happens. This is the claim of Middle Way Buddhism and phrased in one way or another is the claim of the Perennial philosophy.
This is not nihilism but the claim that all division and distinction is unreal or reducible in metaphysics. To exist is to 'stand out', thus for something to exist there must be a background from which it stands out. This is two things, and a fundamental theory must reduce them.As Schrodinger points out, as well as what appears to exist there is the 'canvas on which they are painted'.
For the mystic the world reduces to the 'I Am' of pure awareness, which is rather like Kant's 'thing-in-itself'. This would transcend the distinction between existence and non-existence such that we cannot say it exclusively exists or does not. Hence the qualifier 'really' in 'nothing really exists'. This explains Heraclitus' curious statement 'We are and are-not'.
The logical impossibility of explaining why there is anything at all undermines the very idea that there is anything at all. Once we reify even one thing we cannot solve the metaphysical problems that arise, and this should tell us something.
Is there a philosophy which [argues that] nothing exists?
. There are two mutually exclusive meanings to it: Do you mean the thesis that non-existence exists in some sense, e.g. that nonexistent (fictional) objects exist or, to the contrary that, with Parmenides, what is not, cannot exist? (I'd think you mean the latter, but you could reassure us.)