Mfcttrf

Lieutenant in British English is pronounced with an f: /lɛfˈtɛnənt/.

Probably "yes", but it depends on what you mean. There isn't actually a clear way to identify which sounds in a word correspond to which letters: for example, rough, which you say has letters for "each of the sounds", could be analyzed as r- + -ou- + -gh or as r- + -o- + ugh. When similar issues arise with other words, it makes it pretty subjective to decide whether the word has consonant sounds that "aren't part of the spelling" or that just have an complex relationship to the spelling.

Some words that could be considered to meet your criteria:

Consonants

• Any word with an epenthetic voiceless plosive between a nasal and a following consonant. For many speakers, a productive process causes a sound like /t/, /p/ or /k/ to be inserted after the sounds /n/, /m/ or /ŋ/ respectively in various environments. In most words, the epenthetic plosive is not written, so you could say that there is a /p/ in the pronunciation but not the spelling of warmth, dreamt, hamster, seamstress, a /t/ in the pronunciation but not the spelling of sense, glance, a /k/ in the pronunciation but not the spelling of strength, angst.



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  In eighth and in one pronunciation of threshold, a digraph that usually represents a single sound corresponds instead to two sounds: /tθ/ and /ʃh/ respectively. You could say that the /t/ in eighth or the /h/ in that pronunciation of threshold isn't part of the spelling. Also, eighteen is usually pronounced like "eight teen", so you could say that it contains an extra /t/ sound in addition to the one represented by the single letter T.

  
  
  

  Something similar applies for speakers who use the pronunciation /haıtθ/ instead of /haıt/: whether it's spelled height or heighth, it seems like one of the two sounds at the end is not explicitly represented in the spelling.

  
  



• In some accents of British English, the vowels found in words like saw and draw is regularly followed by epenthetic /r/ before another vowel. This means that the words sawing and drawing are pronounced with an /r/ that "isn't part of the spelling".

Vowels or syllables

• Many words with syllabic resonants, or sequences of a schwa followed by a resonant, have no particular letter that marks the syllabicity. Words ending in -thm or -sm are the most obvious example. Other examples are more dialect dependent, but words like hour are disyllabic for some speakers.

"Colonel", which is pronounced identically to "kernel", as though the "lo" in the middle was somehow an "r".

Consonants that are pronounced but unmarked in spelling are relatively uncommon. There are a finite number of historical sound changes, and most of them involve either transforming one sound into another (assimilation; dissimilation) or removing the sound from a word (elision or deletion). ("Historical Sound Changes," Nativlang.com)

Adding a sound to a word is known as epenthesis. In many cases, consonants added as a result of epenthesis result from dialect features like rhoticity (ThoughtCo). While we often think of "r" being dropped in dialects (Boston: "Pahk the cah in Hahvahd Yahd"), sometimes they are added. In the American South, I grew up with "sherbert" for the word "sherbet"; the pronunciation is common enough for Merriam-Webster to describe it as a variant.

Non-dialect epenthesis resulting in an un-spelled but pronounced consonant is less common, since our spelling system was standardized relatively recently. So sounds like the "p" in pumpkin (historically also pumkin according to the OED) are marked in the spelling.

Here are a few other examples that show a range of consonant insertions:

• "warsh" for wash (placed in the Mid-US in this SE question)


• "hain't" for ain't (Appalachian English)


• "drawring" for drawing (British English, passim)


• "hampster" for hamster (common; Merriam-Webster notes the /p/ option)


• "warmpth" for warmth (common; again, M-W notes the optional /p/)

Do you count words borrowed from another language that pronounces consonants differently? If so, I'd nominate pizza, which in American English is pronounced with a T (peet'-za).

There's also the common pronunciation of "sandwich" as "samwich", but that's a replacement, not an insertion.

People sometimes add an L sound to the word 'saw' when it's followed by a word that begins with a vowel, e.g., "I sawl it." This is common in south New Jersey.

That's a rough and tough question. It makes me hiccough as though I was drunk. (What's so bad about being drunk? Ask a glass of water.) It brings us to an entirely new plateau. It makes my neighbor worry about me. Dough! I can't think of any such words.

Segue comes to mind, pronounced /ˈseɡ.weɪ/.

Nuclear, which is often pronounced (wrongly!) with an extra syllable in the middle, more like ‘nucular’…