Futon, tofu, sushi, kotatsu, samurai...
You get the point. But still, leaving aside food and clothing words, which all cultures keep in the vernacular, here are the things I say to myself and would say to others if I could:
-- 'yes, just as I expected, wouldn't you know it'; and its admiring but untranslatable brother 'sasuga'.
-- err, because we don't have a neat colloquial way of expressing support for someone's endeavours beyond the dated 'hang in there'? It was not I who pointed out that the Japanese say 'Keep trying!' where we say 'Take it easy,' and to my mind, Ganbatte acknowledges the other's efforts/ difficulties in a way that Take it easy doesn't.
-- I've come up with English equivalents for other reflex Japanese words. Kawaii is 'sweet' in my vocab; kawaisou is 'poor bunny', used indiscriminately; but genki defeats me. Genki is genki, a mixture of healthy and cheerful and energetic we don't seem to have a general use word for.
-- because 'cherry blossoms' is clunky.
-- because it's faster than Now that I come to think about it. I'd use an English acronym (like AFAIK) if there was one, but there isn't
-- loosely 'I am congenitally blah-blah', or more closely, 'I am blah-blah to the bitter end'; but akumademo is neater
-- I find the nuance of kimochi warui different from yuck or even ew. More refined, if nothing else.
-- because I never watched Seinfeld and so have no associations with yadda yadda
-- which in my case is not the male contraction of Ohayo gozaimasu, but a bastard imperative I use with the tinies when I want them to push their arms through their sleeves or their feet into socks.
-- Eventually I concluded that that's what's called turnstiles here, but not everyone does (I've heard 'ticket wicket') so kaisatsuguchi is what I always called them.
I'll argue that NAmericans, at least, can't live in Japan and not use train Japanese, if only because we're not a train culture and the subway overlap doesn't always. Thus, say, teiki(ken), which is a monthly pass, only I think you can get it for longer periods. In my day the Japanese called it a Commutation Ticket, which suggests that *nobody* knows what the English for it is.
Equally, kakueki teisha, the train that stops at every station. I pull the term 'slow train' from my Brit-listening 50s childhood, but have no idea what the Brits call it now. The express of course is an express, and I never did get the varying kinds of express straight in my head; but the Shinkansen of course is a Shinkansen. Or the Shink, in colloquial.
I'll add shuuden, if you're actually in Japan. It's more fraught than our 'last train', because TO's last train is later and if you miss it, a taxi home won't cost you in the hundreds of dollars. Civilized cities don't have last trains at all.
Now, norikae and transfer are equally balanced in my mind, but that's because TO's subway, bus and streetcar system requires the use of paper transfers. I never translated 'Nishi-Nippori no norikae' as 'change trains at Nishi-Nippori' and I'm sure people do.