"Perestroika" and "glasnost" are fairly recent additions from Russia.
"Yakuza" and "karaoke" from Japan.
"Mezzaluna" (as a kitchen utensil) from Italy.
and, of course, "Schwarzenegger" from Austria
dlowan, I thought of "schadenfreude" as well. Never heard that used until about five or six years ago.
Walter, I'm not sure what kind of "automat" you're referring to. There used to be "automats" (self-serve diners) in every major city in America back in the 1940s-50s, but I don't think they exist any more.