Thai is always the "victim" of transliteration into Cantonese, as they sound so alike, and some words that are normal in Thai may be funny or even vulgar in Cantonese.
http://www.youtube.com/watch?v=KIcc9VsxrvkThis is an excerpt of a TV show in Hong Kong, in which Tony Jaa was invited to teach the words of colours in Thai. The hosts just started laughing uncontrollably (which is very rude IMO) when he said the words, as the words had very "unfortunate" meanings in Cantonese.
Colour, "see", means "s***" in Cantonese.
Sky blue, "see fa" means "s*** flower"
Green, "see keau" is literally "s*** bridge" which means "a bad idea"
Brown, "see nam dang" means "I don't give a f***"
Colourful, "lai lai see" sounds like "you s*** yourself"
It's very impolite to laugh at languages of other people, but Thai is just a natural "Buffalax language" for Cantonese.

I wonder if it is also true in the other way round.
EDIT: Thai is in the Tai-Kadai language family, which is unrelated to Sinitic languages. They sound similar though.