The two areas that most frequently annoy me are processing collections and (lack of) first-class functions.

Java:

  List<String> firstNames = new ArrayList<String>();
  for(Person p : people) {
    firstNames.add(p.getFirstName());
  }

  addCallback(new Runnable() {
    public void run() {
      doSomething();
    }
  });

Python:

  first_names = [p.first_name for p in people]

  add_callback(do_something)

Scala:

  val firstNames = people.map((p) => p.firstName);

  addCallback(() => doSomething());
  

The Python and Scala versions do exactly what they say, while the Java code has a bunch of boilerplate that you have to mentally filter out before you can understand what it's doing. And the Scala code is fully typesafe; the compiler infers types rather than making you continually repeat them.