This is a casual list of the 15 most common sounds that are not present in English, data taken from PHOIBLE...and Wikipedia because I'm an amateur
NOTE:
I realized that the alveolar trill /r/ does occur in some English dialects, and the Wikipedia page for "pronounciation of /r/ in English" lists 3 dialects where it occurs in, so it may very well not count.
Wikipedia also lists the "sinitic symbols" as alveopalatal sounds, instead of pure palatal sounds. It's still a bit strange that this only occurs in Australia, and things from Wikipedia should be taken with a grain of salt.

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