A list of foreign words (and phrases) for which there is no good English translation, part of a book named Toujours Tingo, by Adam Jacot de Boinod (a forthcoming sequel to The Meaning of Tingo).
"Snyavshi Shtany, PO VOLOSAM NE GLADYAT - Russian: once you've taken off your pants it's too late to look at your hair."
My favorite such phrase is, "l'espirit d'escalier" - French: the moment after a conversation when you think of the perfect comeback. Literally, "the spirit of the stairs" (on the way out).