Why are some words of Jesus in Aramaic transliterated in the Gospels of Mark?

In the case of "Eloi, Eloi, lama sabachthani" (Mark 15,34) the Aramaic is needed to explain the misunderstanding in verse 35 when some of the crowd think He is calling for Elijah. The mistake is explicable only because of the similarity between the sound Eloi and the sound Elijah.

In the case of "Talitha kuom" (Mark 5, 41) the Aramaic phrase seems to have connotations which are lost in translation to the Greek. Hastings Bible dictionary describes links between talitha and lamb and suggests the phrase might be translated into English as "Lambkin arise", as we too have a word, Lambkin, which is both a term of endearment addressed to a child, and a small lamb. Matthew Henry says that Dr Lightfoot says kuom (arise) was also used as a way of wishing a speedy recovery when addressed to a sick person. Possibly then the Aramaic phrase in English could be something like "Lambkin, get betterl". The inability to fully convey the gentleness of Christ's words into Greek led Mark to leave it in Aramaic for readers who understood that language, or might learn the phrase, while also providing a better than nothing translation in Greek for other readers.

Boanerges (Mark 3, 17) was given as a nickname to James and John, it is translated as Sons of Thunder. Here, Boanerges is given as a name, so it is transliterated as a name, and then its meaning given to show its derivation. They were not addressed as Sons of Thunder, but as Boagernes.

In the case of "Abba" Father (Mark 14,36) the Aramaic word Abba is retained along with the Greek word for Father. In English we have many words ("Dad", "Papa", "Pop", "Daddy", "Pater", "Farv" etc) all of which mean father but all of which hold different connotations. Mark may have felt that Abba conveyed a peculiar mix of intimacy and respect which he didn't want to lose, but couldn't exactly translate.

In the case of "Corban" (Mark 7, 11), which is translated as dedicated to God, the explanation here is that Corban was used as a technical term, or piece of jargon, referring to a particular practice. This could loosely be simplified as dedicated to God. There is a little more to it than the plain meaning, that Mark does not really want to go into there.

Ephphatha (Mark 7 34) was the cry uttered by Jesus when healing the deaf and dumb man. This was used in some liturgies at Baptism and Mark may have been indicating its origins here. Also it was such a startling cry that it must have been remembered by all who heard it.

There may also be the use of one or two literary devices.

Agatha Christies Poirot, a Belgian detective living in London, speaks perfect English most of the time which is good as otherwise readers could not understand him. However he often says "mon ami" (my friend) or Mademoiselle ("Miss") and this serves to remind the audience that he was foreign. Mark may have wanted readers to remember that Jesus didn't really speak Greek and so to firmly root his gospel in Palestine for the benefit of his readers.

On the Royal Mile in Edinburgh is a house called Heave Awa House. The previous house on that site collapsed and a man called Joseph was trapped in the rubble. The searchers were about to give up when they heard him say "Heave awa lads, I'm no deid yet". This has become part of Edinburgh folklore. In I637 a new and, many felt, less Protestant, Prayer Book was introduced to Edinburgh St Giles Cathedral. During the service a fishwife called Jenny Geddes exclaimed "Daur ye say Mass in my lug?" (dare you say Mass in my ear) and threw her stool at the minister. This led to riots inside and outside the Cathedral, throughout Edinburgh and across Scotland, and arguably was one cause of the English Civil War. It is the simple colloquial phrases of Joseph and Jenny which are remembered, and seem to add so much to their stories. Similarly, the directness and vernacular simplicity of some of Christ's sayings add a directness to Mark's Gospel.