I like the website "untranslatable" for this kind of list.

a community project formed to examine issues of untranslatability in general, with a specific focus on single words that require phrases, paragraphs, or pages to translate

Example:

"Fond de l'air"

This is a classic of untranslatable French words/idioms.
You simply cannot convey (at least not in English, maybe someone can help me discover a language that can) the meaning of the French word "fond de l'air" which is used only in the sentence:

"Le fond de l'air est frais."

"Fond de l'air" literally means "the bottom of the air" (not as in arse but more like in the bottom of the glass).
The whole sentence means that the weather is sunny and you could be tricked into thinking that it is summertime, the air is warm and in parading in your bikini when in fact the air is quite cool (not in a refreshing and welcome way) and the weather is just waiting for you to stop being on your guard to give you a nasty cold.