I don't envy the poor translators who had to tackle this! Honestly, it's probably impossible to translate it to other languages, in an ideal world you need to know this from the very start and translate Hodor's name accordingly, but obviously they couldn't.
Dmitry The Italian translation, too, is kind of far-fetched, but as in the Russian version they at least tried to leave part of Hodor's name. They changed "Hold the door" to "Find a way" = "Trova il modo".