When the words are foreign words and adopt the original phonetics.

Banjo comes from English, in Spanish there are both Banjo and Banyo, as it is pronounced.

Ninja comes from the Japanese and is pronounced with its original phonetics.

I didn't find any another word with "nj" from 2900 pronounced as the English "j".

But, sometimes the "j" is pronounced as in English in some words, especially anglicisms. For example:

• Jean is never pronounced j.e.a.n but as "dʒin" (Spanish pronuntiation)
• The same with Jogging, Jet, Jet set, Jet lag, Jumbo, Jazz, Junior, words all accepted in the RAE.

Sometimes it depends on the meaning or use:

• Jaguar the animal is pronounced like the Spanish "j"

• Jaguar the car, like the "j" in English

• Ginebra is pronounced with the Spanish "g", similar to the Spanish "j" sound

• Gin is pronounced with the original English phonetics

The same happens with some Gallicisms, where the j or g are not (or rarely are) pronounced with the Spanish sound but with the French one:

• Beige, Collage, Déjà vu,
• Garaje, with the original phonetics in Latin America, not in Spain.

And of course all personal names: John Travolta, Michael Jackson, Norma Jean, Jean Luc Godard, Jessica Rabbit.

The short answer is: there is no single pronunciation for the letter y.

The longer one is, it varies regionally and by context.

It can be pronounced like a softer version of the "j" sound in "jet" in words like yegua, yoyo, and like the i sound in "bin" in words like hoy, maya.

Then, in some regions of South America (mainly Argentina), it is pronounced like a mixture of "j" and "sh".

The H in hacienda (or really anywhere else¹) is not pronounced at all. It's a silent letter.

The X used to have a sound similar to the SH in English and the J had a sound similar to English's J (if you're familiar with the sound often written as ZH, that's it). Over time, the sounds represented by the X and the J, which were fairly close, merged into a single sound that evolved into something that sounds quite like the English H.

Because many Xs now sounded the same as Js, most words that had an X were changed to J (those Xs that sounded like English's X kept their X as a rule).

So why does X get used for the H sound today? Many places in Mexico got their name before the sound change happened (and in Nahuatl, for instance, you pronounce the name of the Mexica tribe as meh-shee-kah). After the sound change, you'd think the spelling of places like Mexico or Oaxaca should also get a J. They did for a long time, actually, and Méjico is considered a valid spelling. Nonetheless, people get used to writing names a particular way, and don't tend to like to change them (sort of like how we write New York not New Yoick and New Orleans not Nawlins), and so the spelling with X was always used in Mexico itself, and today is the preferred spelling.

As a result, the letters X, J (and a G followed by E or I) will all sound like English's H.

Additionally, although not common for Mexican Spanish, you will notice that the S will often be pronounced like English's H. This generally happens when the S is at the end of a syllable, though not always.

^{1. In some imported words like hámster you will hear it aspirated, and in certain words in an extremely limited regions in Spain you can hear the h pronounced today, such that albahaca has an audible H.}