One word that I think is pretty untranslatable is the German word doch. It can mean many things in many different instances.

Sometimes it means "but" or "yet".
Ex: Ich liebe dich, doch du liebst mich nicht. (I love you, but you don't love me.)

When used by itself, it means something like "Yes I did!" or "What you just said is wrong, in fact, the opposite is true!"
For example: Mother: Jutta, du hast die Gemüse nicht gegessen! Daughter: Doch! (Mother: Jutta, you haven't eaten your vegetables! Daughter: I did so!)

The usage that I find rather untranslatable is when doch is used to strengthen the tone of a sentence. It can be used to create a sense of urgency, or sense of severity. For example, Ich habe es nicht gesehen, would mean "I didn't see it", but Ich habe es doch nicht gesehen would mean "I didn't see it!" with a sense of exasperation or surprise. I can't think of any words in English that function in the same way except for profanities, which don't exactly jive, since there's nothing profane about saying doch at all.