Germany lacked raw resources, mostly oil, rubber, manganese, nickel, iron, chrome &c, as well as food.
This is what they tried to get from wherever they could.
I believe the most important Germany's trade partner in the first third of the war (1939-1941) was the USSR.
Everyone knows about the Molotov-Ribbentrop Pact and its secret protocols, but the trade agreements (1939 and 1940) were no less important for British blockade failure.
USSR supplied petroleum, manganese, copper, nickel, chrome, platinum, lumber and grain &c (see numbers and references in the wikipedia links above).
Other important trade partners were Sweden (iron), Rumania (oil) &c.
They also "imported" industrial products from occupied France (trucks) and Czechoslovakia (tanks) - see also my answer to Did France & Italy continue to develop and manufacture sophisticated military hardware once under German control?
A good source is "Inside the 3rd Reich" by Speer.
You might find http://ww2-weapons.com/military-expenditures-strategic-raw-materials-oil-production/ useful too.
See also Was one of the main reasons Hitler attacked the Soviet Union due to oil?.