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Imagine a Dwarf meets an Elf. Both speak common, but the Elf doesn't speak Dwarven and the Dwarf doesn't speak Elvish. The Elf is in a bad mood and decides to speak to the Dwarf only in Elvish instead of their common language.
How could I handle this in a authentic, immersive way? How can I, as GM, imitate a language that none of the PCs are able to understand? How should the language of each race sound?
Unless you and the players speak Elvish, you have three options:
To decide which option to use, think about the effects of each:
Think about your experience with hearing other languages. Have you ever heard German spoken? (Assuming you don't speak German.) You could describe the experience by simply saying it sounded like German and assume your listeners know what you mean. If the party members are likely to have heard Elvish before, you can assume they know what Elvish sounds like.
DM: The bearded man leans in and says a few words to the Baron. You can't understand what he's saying, but it sounds like it might be Elvish.
If you want to actually say some Elvish words to give them a feel for it, you have two further options:
A search for "Elvish language" will yield plenty of hits. You could take a few words from someone else's Elvish and say them to the party.
The other option is to make it up yourself. Making an example sound reasonable is more in the scope of linguistics (for which there's an excellent SE site), but I'll give you a few ideas right here. The "feel" of a language is mostly determined by two things: which sounds a language uses and what order they allow them to occur in.
For example, let's say we have a language that uses these consonants: /p t k sh ch y w r/ and these vowels: /u o i/. Next we decide that it allows only syllables that start with a single consonant or one of these consonants: /p t k/ followed by one of these: /y w r/. Let's say words can end in any consonant, and vowels can't clump up. The result allows words like these:
tyiwor, shutosh, wukwop, chokrut
Now we have just enough rules to make up some nonsense words with a coherent feel.
DM: The bearded man leans toward the Baron and says something starting with chukyosh tu kurot, or something like that. He goes on speaking for a minute or so. The word kurot comes up a lot.
If you're going for this option, making up a little bit of language to use, be careful -- some players will assume that there's a language puzzle here to figure out, and they'll start taking notes and try to work out the grammar. Other players won't do anything with it at all -- one bit of random gibberish sounds much the same as any other. Find out what your players like and do more of that. If they have a lot of fun figuring out a language puzzle, go ahead and make up a whole Elvish language if you feel like it. If they don't care about language stuff at all, next time they meet some elves, just say "They're speaking a foreign tongue. Sounds like Elvish." and leave it at that.
This is a place where you should probably revert to descriptive GMing rather than reciting the character's lines.
Say something like:
The Elf approaches you (the dwarf) and says something in a language you don't understand. It sounds like elf talk to you, but you don't have any idea what he's saying.
Your player can then react to this situation. If they maybe have a background where they know a few words of elvish, or make a knowledge check, they might be able to understand the gist of it. But, ultimately, in a situation like this, they either need to cajole the NPC to speak common, find a translator, or just be content that this is an unhelpful NPC.
The important thing to get at here is that you don't have to say everything that NPCs or character say. There is room in the game for both styles. If you are called upon by your players to repeat the gibbrish, then you might have to think a bit more. Don't fret about it too much though, the point is that it's supposed to be unidentifiable to the player's character. That means that if you happen to speak perfect elvish, and so does your player, their PC doesn't and that means that it shouldn't be comprehensible to the PC (even if the player knows what you said).
All that to say, it's supposed to be gibberish, authenticity can actually hurt that effect, not help it. Don't sweat it here.
Another option is to describe not only the elf's spoken language, but also their body language. Anyone who's annoyed with you is going to have plainly obvious behaviour, such as:
Also, their language might be sharper, their inflections on words that may have been heard before can be quite stilted and abrupt. Describing such a demeanour would leave the other character in no uncertain terms that the elf is angry with them.
This harks back to one of the major rules for storytelling in scifi and fantasy: "The less you explain, the more believable it is." What this statement really means is that people will fill in "hand waving" with what makes sense to them. The more details you provide, the more hooks there are for disagreement, arguments and disputes (and the greater likelihood of your messing up a detail one of your players will notice).
The second rule for storytelling is consistency. And, of course, the fewer details you provide, the easier it is to be consistent. Internal consistency goes a long way towards the believability of your setting.
Consider some of the scenarios mentioned in other answers. While it would be really great to say a long sentence in elvish (and probably really cool), what happens the next time someone needs to speak elvish? You're either going to have to do a bunch of legwork to make the second instance consistent with the first, or you can simply say "The elf says something; the language sounds a lot like that the first elf used."
Read texts on these languages until you get like they sound. Then learn how to gibber and sound similarly. I have done it many times, specially with Sindarin. You don't have to me a master in Tolkien languages to make a decent impression.
Problem is, are there written texts on D&D elvish and dwarvish? If not, you should look for something similar.
For elvish languages, I would take inspiration in Tolkien's elvish languages, of which you can easily find text and words.
About dwarvish, may people portray them as scottish, germanics or scandinavians. On the other hand, Tolkien stated that dwarvish language would be similar to semitic, so I would look at how hebrew language sounds like.
What languages does each player speak? It is not always possible to map your setting's languages to Earth languages (on which player) completely, but if the elf's player speaks some language the dwarf's player doesn't understand, let him start speaking the language! If you as the GM don't understand the language, you can ask the player for a brief summary in common afterwards.
If this is not the case, either the player can improvise something "sounding like elvish", or turn from direct speech to description.
In my campaign (almost six years long now), we usually either speak in Czech (our "common") and just state the language and let other players separate out what the character doesn't know, or we just say "I speak elvish, you don't understand" if there's no message to tell any other player.
But there are exceptions, which highly affect the experience. Once my brother as a GM prepared a prophecy in dwarvish - I don't know whether he found some translator to khuzdul or if he just composed a short poem in some dwarvish-sounding gibberish. Only player of the dwarf got a written note with translation, and I (playing elvish bard and linguist, speaking very little dwarvish and fluent in somewhat similar gnomish) was just enabled to use the knowledge we discussed before the session (that the prophecy refers to the ancient dwarven city later conquered by the party and their allies). This was a good fit for mysterious, almost horror adventure.
Another case was our last session. Nobody except for me (the GM) have ever learnt Polish - so the session took place in a foreign city, so I spoke Polish for the locals and the players understood a lot (the two languages are very similar), but not everything. Polish sound funny to us Czech (and vice versa) and there are many false friends, so this enhanced comic relief a lot.
When dealing with languages I usually invent a consistent gibberish for the flavor of the language. Orcish or similar "savage" tongue has a lot of K and R sounds while sounding generally growly, while something like elven will be more sing-songy with softer sounds. This way players who don't speak the languages can recognize them if they happen upon them in the future.
If a PC speaks the language I'll text that player what the NPC said, and if the PC decides to translate for the group I'll continue the conversation in english for all the players assuming that the PC that speaks the language is translating. If the player decides not to translate we move to a different physical space and carry on the conversation in english, we return to the other players and then the player can decide what he wants to tell the group.
I'd say something like
The Elf says something in Elvish, you understand "Bla bla bla dwarves bla bla pigs bla bla. Bla bla Cirith Ungol bla bla dwarf."
... and let the player figure out if that means he's being insulted or not.
If you want a bit more flavour you can use variants of "bla": dwarves say "kag zag", elves say "lam nyam", orcs say "grug bug", lizardfolk say "sek zek", etc. - and those can be the in-universe way characters would imitate the speech of one another (like we might describe Chinese as "ching chang chong").
