To reach out to cosmopolitanism and internationalism, it is called... Facebook correspondence:

Bryan *** (Colombian born in the USA): How to say corndog in Russian?

Blanka is Czech. In the sense, not shoes, but a Czech woman): I don’t know what a corndog, maybe a corn dog" :)))

Denis *** (Russian): If you mean a hotdog covered in cornmeal, so there isn't any defined word in Russian for that. Just describe it as a hotdog on a stick in a cornmeal batter.

If you mean a physical punishment like shoving your knee between some1's butt cheeks - again we don't have such an expression :)

But in Russian you can refer to literally everithing you don't know or can't recognize as "this hoйня" (pronounced 'eta khooynya' :) ) and everyone will understand :))