Żal
In Polish it means a feeling of sadness, regret, being unable to accept the reality. It's often compared to grief, but it's not confined to losing someone. When you look at the past, regretting your life choices, you feel żal.

I'm having real trouble thinking of any in Estonian that truly don't have a good translation, there's only one I can think of on the spot like this.

Midagi läbi ussimunni ajama - Literally translated: to drive* something through a worm's dick. Commonly used in car repairs and other similar contexts: Some space is super narrow and you need to put something it through exactly at the correct angle. Can be used with "goes through" as well (käib läbi ussimunni), but even then it's generally still describing some sort of activity, not someone literally walking through a tight spot. I can't think of an English expression that's truly equivalent, though I could just be missing something.

* ajama itself means to drive as in "drive insane" or "steer a herd of cattle", not "drive a car". But also "sitta ajama" = "to bullshit".

German: Konjunktiv I and II. Most people first learning German will hear the Konjunktiv II in its usage similar to a subjunctive in english ("Wenn das so wäre" - "If it were that way"), but it does so much more. You can switch full sentences to the Konjunktiv II, but that immediately implies that you doubt the statement being presented. For instance, if you say "er hätte es vergessen", you're essentially saying "he allegedly forgot it, but I really doubt it", just by using the Konjunktiv II.

Then, there's the Konjunktiv I, which is similar, but instead of voicing your disapproval, you're staying completely neutral. Taking the example from before, it would be "er habe es vergessen", with which you're saying, "he allegedly forgot it, and I neither support nor disavow that statement" - again, all only with a change of verb form. It's wonderful when you're relaying something someone else said without adding your own evaluation.

お疲れ様 (good job+"you look tired"+"I an acknowledging this and presenting recognition of your effort")

Keigo modifiers. ご覧 vs 見る. They both mean "look". One is, somehow, more polite.

Kansai dialect. しばいたろか ("wanna get smacked?" but it's playful) or まいど ("thanks" but also "nice to see you again" and "hello" but only in specific contexts between specific people. Mess it up and you'll probably hear the other Kansai term previously described.)

Sisu. Its a mix of courage, determination, resilience, keeping your nerve, doing a scary or difficult thing even though you know that odds of succeeding are low. Its also done quietly, no complaining or boasting about it. You can mutter some curse words quietly to yourself.

Closest English word for it might be "guts" or "grit". But those don't really explain it completely.

Finnish.

झूठा खाना/पानी (Jhootha khana/pani)

Food/water that is cosumed by someone else and hence is unsuitable for eating/drinking. Especially for religious or devotional rituals.

In the similar vein, https://en.wikipedia.org/wiki/Prasada

Gezellig in Dutch. Used to describe a situation that's cosy and fun togetherness. Can also be used to describe a place that looks inviting (to have that good time in). I guess 😃

Russian is more productive than English, so there's a bunch of "we just smushed a bunch of prefixes and suffixes on it" words that don't have a great English equivalent, like недоперепить -- to drink quite a lot but not succeed at drinking too much. I don't think we properly have листопад which is the equivalent of "snowfall" but for autumn leaves. I really miss успевать -- to successfully have enough time to do something. There's also кипяток -- water that has been boiled but then slightly cooled, like 200-205 degrees F. The canonical examples are тоска , which is a kind of melancholy longing, and авось which expresses optimism but I basically never heard anyone actually say.

Javertus. (Danish)

It's a thing that sticks out, and you don't know what it is, but it has the function of sticking out. Like a naturally occurring bulgy peak or other unknown long shape coming out of something else.

It's most often used as slang for penis, but otherwise it might be found on trees or wooden objects.

In Spanish.
Sobremesa, the period you stay at the table after lunch or dinner having a coffee or some drinks while chatting.

Aprovechar, is basically the opposite of to waste. So depending on the context is to take advantage of something, to make the most of, make a good use, give a second use or reuse leftovers for something else.

Fjøs is where farm animals are kept. "Barn" is more general and translates to "Låve", while Fjøs doesn't really have an English translation.

Nisse is a mythological creature that is part goblin, part santa, part Gnome, but not really either of them. They're usually benign and pretty cool.

Hygge (noun) /hyggelig (adjective) means having a cosy, lighthearted or fun atmosphere, usually in company of others

EDIT: By the way, Nissen lives in the Låve

In JavaScript, this.

Guten Appetit! (German term equivalent to "cheers" for drinking - but for eating.)

Does it count if English just steals your words?

Schadenfreude, Zeitgeist, Weltanschauung, Kindergarten.

Shaka, when the walls fell

Lanche, the meal between lunch and dinner

Bukkake.

Hinh in Burmese. The closest equivalent is curry, and while all curries are hinh, not every hinh is curry. It basically means something you eat with the rice.

Hygge=gezelligheid

Doch Zwedgsche (this fruit is often translated as sour cherry but it isnt a sour cherry) Zipfelklatscher

German and high german dialects

Keeping in mind that any and all concepts in this world can be explained and understood by anyone and everyone - and that when this is untrue, only a lack of language and experience are at work - these do not have straightforward counterparts in English with the exact same nuance, I think:

Japanese
潔い、木漏れ日、懐かしい、いただきます、ごちそうさま、よろしく、お疲れ様、儚い、ぼけ、つっこみ、花見、紅葉狩り

Swedish
Mångata, lagom, fika, smörgåsbord, ombudsman, klämdag, skadeglädje, orka (verb or exclamation)

Hungarian
Meglehetős(en), káröröm