In "The Wolf of Wall Street" (2013), Matthew Mcconaughey's character refers to the stock market as "all a fugazi (sp?)", going on to explain in various ways that it basically means "fake" or "a sham". The scene in question is here (warning: contains a lot of not-work-safe language & content), and he says the word at about 2:05.
I tried to look up this word and ran it through various Italian translators but I cannot find any reference to it anywhere. I tried manipulating the exact spelling with no luck. I only got results for some rock band and a quasi-official English military acronym.
So is this really an Italian word? Or maybe a mispronunciation or misunderstanding of one? I could imagine that it could be a quirk of Mcconaughey's character to just make up foreign words, since it would fit pretty well with what he is all about. Something about the word just really sticks with me though, like it sounds like it means exactly what he claims it does, but maybe that's just due to having seen the film.