Look to literature that is "punny" or very culturally specific. An example: The title The Importance of Being Earnest is itself a pun on the character's (eventual) nature and name. Translating that to another language you'd need to change the name of the character to maintain the pun in the new language, which may not be feasible. That's a small example, but it's common in some books or plays to see things like this used frequently, especially in dialog.
To add to this, in Spanish the title is translated so that it loses all sense of being a pun: "La importancia de llamarse Ernesto". "Ernesto" in Spanish has no correlation with "earnestness", it doesn't sound the same as the Spanish concept, and in general, the title doesn't sound like a pun.
Spanish translators often add a footnote saying something like "this is an untranslatable play on words in the original English".
Side point... one rare exception I can think of: The Asterix comic books in English maintained and even in some cases enhanced the humor of the original French. The puns were completely reinvented, and fit the context so well that one often forgets they were translations (well, on the other hand, I guess they weren't faithful translations so much as they were paraphrases).
