It depends on the language I'm speaking and whether or not the thing in question HAS an official English name.

Things that are No Export For You (my brother introduces me to a lot of these), I refer to by their Japanese names regardless - Aibou (a police drama that we only recently found out is aired, subbed, on a TV station we get) is always going to be Aibou, no matter what I'm speaking, unless it does get an actual official export name.

But if it has an official name in the language I'm speaking, I'll say it in that language.

If I'm speaking a language it's NOT officially translated into (sometimes an issue in Spanish), I'll default to the original name.