Have a look at the following links (thank you Juan):
http://matadornetwork.com/abroad/20-awesomely-untranslatable-words-from-around-the-world/
http://matadornetwork.com/abroad/20-more-awesomely-untranslatable-words-from-around-the-world/
Can you think of any English term that has no equivalent in Spanish, or that in order to be translated a long explanation is required?