According to Wikipedia, there is only one remaining native speaker of the Yaghan language: a woman named Cristina Calderón who lives on Navarino Island, off Chile. In Yaghan, there is a word - Mamihlapinatapei - meaning "a wordless yet meaningful look shared by two people who both desire to initiate something but are both reluctant to start".
I've heard various phrases that imply "the first time is forgivable, the second might be bad luck, but the third means the end". Speakers of Tshiluba have an much more economical way to say this, as you'll see over to the right. I learnt this through a link from the Huffington Post to the wonderful 100 days project of Anjana Lyer. For 100 days, she is putting up an art piece about a word that has no direct translation into English. The project, named "Found in Translation" can be found here. There, you can find out the Japanese word for "accepting the natural cycle of growth and decay", the Swedish word for "waking up early in the morning with the purpose of going outside to hear the first birds sing" and the Russian word for a "person who asks too many questions". It's a work of genius.