A stereotype of Irish English is the lack of “th” sounds, too.
Dere’s more to Oireland dan dis! (Video with sound, possibly NSFW)
Did they use Flash as challenge and Thunder as the response in BoB? I remember they got this backwards in Saving Private Ryan, with everybody shouting Thunder first, thus negating any value in forcing zee Germans to to try to pronounce it 
As for choosing this word because it is difficult to pronounce - I have no hard evidence that this was a consideration (although with all the planning going into D-Day I’d be surprised if they didn’t plan it like that), but an anecdote in, I believe, Stephen Ambrose D-Day book, tells the story of one GI of Polish? (Maybe even German) decent, who was so worried about not being able to answer Thunder without his thick accent causing confusion, that he had four of those plastic clickers with him when he jumped. (The plastic toy clickers were issued to all paratroopers as well, as an alternative to the vocal Flash-Thunder challenge).
Vietnamese doesn’t have the “th” sounds (/θ/ and /ð/), but I guess they thought it looked pretty cool, because when they romanized their writing system they decided to throw in “th” anyway just for the hell of it.
(Actually, it represents aspiration, but it’s funny to think that they would do that.)
I wouldn’t say that Danish has it. There is a sound resembling it a bit, but it’s not the same sound and it is not related to the voiced “th” in other Germanic languages. It is best described as a “softening” of a “d” sound and the same process is found in other voiced consonants, e.g. “gade” = “street” (actually the same word as “gate” in English), “gave” = “gift”, “kage” = “cake”.
Other than a smattering of German, one of the things I remember most from high school German is that Germans can’t pronounce the English ‘th’ sound (and it turns out, most of the rest of the world too). My German teacher used to chalk it up to the fact that if you don’t learn how to make the sound when you are a little kid, you’ll never be able to learn how to do it. Not sure how true that really is, but it sounded truthy at the time.
Informally, German phonologists and other specialists call these the Ach-Laut and Ich-Laut; the difference stems from the fact that the sound in ich is articulated farther forward in the mouth, in fact just behind where /ʃ/ (the “sh” sound) is articulated. Depending on dialect and phonological context, Ich-Laut can sound very much like the “sh” sound. IME German learners may over do the so-called gutturals, and the same is sometimes true of their teachers by way of demonstrating the correct pronunciation. But in actuality Ich-Laut and Ach-Laut are simply unvoiced fricatives, like /f/, /θ/ (the sound in “thin”), and /s/.
I think the reputation of German for gutturalness is largely undeserved, and probably resulted from animosity and rivalry between Germany and the UK, and, of course, the USA during the world wars. An offhand reference to Germany in a very early P.G. Wodehouse novel shows that the UK/German rivalry went back well before WWI broke out. By the same token, languages reputed to be musical or romantic in their sounds turn out be more mundane when we hear them used at length in everyday situations. The French used by Parisians going about their day-to-day activities really isn’t terribly much like the exaggerated accent of a French ingenue in an English-language film.
Speakers of German, and I think also most Continental languages, often have difficulties with the so-called “dark L” heard at the ends of syllables in English. Pronounce “Larry and Albert” to yourself and you’ll see that two “l”'s are not the same.
Random datum:
Mlle. Marie, a French Resistance fighter in the DC comic book Star Spangled War Stories, once left a written message for others (with lipstick! underwater!) which went something along the lines of “Zee Germans are approaching,” which in the art appeared in those very alphabetic characters.
Even as a child that gave me pause. She couldn’t even write without her accent.
Well, she didn’t have time to write, “Zee Germans are — eh, 'ow you say — approaching?”
All humans are capable of producing all sounds when they’re born. At about eight months of age, however, we start to lose the capacity to differentiate sounds that don’t constitute meaning phonemic distinctions in our first language(s), and the motor-physical facility to use them accordingly later in life becomes that much more difficult.
In college I took a class called “Martin Luther and the Philosophy of Faith.” It was a cross-departmental class (philosphy, and religion) and the prof was German with a very think accent. Taking our cue from him, we all started referring to the class as “Mahten Loose-ah ahnd ze Phee-lossifee of Vace.”
Interesting that he didn’t simply pronounce “Luther” the way he would do it in German, more or less like “Loo-tha”? He was German, after all.
I once read a Star Trek novel which had Chekhov thinking in his Russian accent.
Actually, it’d be more like “Loo-tuh,” given that German doesn’t have the “th” sound. (ETA: Link to page with audio).
Why is it funny? It’s pretty standard in transliteration. It’s used for almost all South Asian languages, which largely don’t have the English “th” sounds.
It seems to me you’re confusing two phonemes. German has both a /z/ (usually spelled with s) and a /ts/ (usually spelled with z).
This is what I meant, actually. Thank you for setting it straight.
Sometimes Germans who try real hard to get the English pronounciation and especially the th-sound right tend to overdo it.
There was a German TV comedy skit from the 70s lampooning this.
The premise of this piece is that the lady, who is a continuity announcer on TV, is giving a recap of what has happened in previous episodes of a multipart British TV drama.
Virtually all the English names of people and places she has to read contain the th-sound which leaves her continually confused. She ends up pronouncing German words with a th-sound where it definitely doesn’t belong.
Fun to listen to, even if you don’t speak German:
I didn’t mean that it’s funny that they transliterate aspiration that way. I meant that it would be funny to think that they would simply throw in the “th” just for the hell of it. Kind of in the same manner that heavy metal bands just throw the umlaut in their name because they think it looks cool, a la Spinal Tap.
Complimentary link.
kcor_1953:
Maybe the intended recipient of the message was Zatara. “Zee, Germans are approaching.”
Now that Danish has been mentioned, I have an interesting tidbit to share. Despite the fact that Danish has near-rhotic to rhotic r’s (depending on regional dialect) in quite common instances - i.e. words such as “ro” (either calm or to row) and “rim” (rhyme), Danes, especially the younger generations, egregiously pronounce it as a a very, very “wubbly” w in English. Listening to the typical Dane give a presentation on “tewwowism” is somewhere in the grey zone between hilarity and horror.
So as not to hijack completely - commenting on the OP, I do not remember happening upon so much as a single “th” sound in German in 7 years of school German, and as such I would, anecdotally, claim that there is no such sound native to the language.
Interestingly, however, the sound with which it is substituted can be invaluable in determining the nationality of the German-speaker. While an “actual” German will pronounce it as a voiced alveolar fricative (something akin to “z”), an Austrian will typically pronounce it as a voiceless alveolar sibilant (in layman’s terms, a hissing “s” sound).
Anecdotally, I once managed to win myself and friends a round of beers by identifying a lecturing particle physicist at the DaPHne-institute in Frescati as Austrian based simply on the fact that she pronounced “this” as “siss”, and not “ziz”, which just goes to prove that telling Austrians from Germans is a less than useless skill! 