For example, the word サッカー is "soccer" in English, but the romanization "sakkā" bears little resemblance to the original word. Are there any loan words in Japanese that preserve the spelling of the original language when Hepburn romanization is applied?
Maybe you mean something like this:
バナナ → banana
ペン → pen
The pronunciation is never going to be exactly the same in both languages, but I bet these could be understood pronounced with Japanese or English pronunciation.