The most common one I can think of is yahoo, which was the name for brutish humans in the language of the Houyhnhnms from Jonathan Swift’s Gulliver’s Travels. The words Lilliputian and Brobdignagian have also entered the language from the same source, as have big-endian and little-endian, supposedly calques from the fictional Lilliputian language. Utopia is the endonym for the island nation of Thomas More’s novel, although it’s derived from Greek roots. Several of the portmanteau words Lewis Caroll had his characters from Wonderland or his other fictional settings say have become real words, for example, chortled. These might be considered words from an invented dialect. Munchkin, from L. Frank Baum’s The Wizard of Oz, has become both a dictionary word for a small person and a slang word for an immature powergamer. (Arguably, Oz has become a nickname for Australia.) Robot is another common word that might qualify: it was a trademark in the play Rossum’s Universal Robots, derived from Czech roots. None of these, however, were ever fleshed out into complete conlangs.
Another well-known example is Idaho, a made-up name that was passed off as a word from some Native language that supposedly meant, “gem of the mountains” even though the Natives did not mine or cut gems. As far as we know, a man named William Craig just invented it as a hoax. This was originally proposed as a name for what is now Colorado, but voted down in Congress after a blistering speech by Senator Joseph Lane of Oregon, who said, “I do not believe it is an Indian word, [...] No Indian tribe in the nation has that word [...] It is a corruption certainly, a counterfeit, and ought not to be adopted.” No one has any idea where the word Oregon comes from, either, but certainly not any language native to the Pacific Northwest, so it’s only fair that Lane relented in 1863 when the name was re-used for the entirely different territory that still bears it today. There are many other stories of made-up foreign-sounding names becoming official, including Plano, Texas, which does not really mean flatland in Spanish.
To my surprise, I can’t think of a good example from Tolkien: Hobbit, for example, has become a name for the extinct species Homo Floresensis, but within the conceit of the novel, Tolkien used it as the translation from his conlang into English. Hobbit is an obscure Old English word that had been used occasionally before. Tolkien reveals in the appendix to Return of the King that it was an English calque for the actual endonym Kuduk in his conlang, meaning Hole-Dweller. Similarly, most of the other words in Tolkien that sound exotic were revived from Old English as “translations” from his conlangs, along with the obsolete plural forms elves and dwarves that he personally brought back. He might have a strong claim that the word orc today brings to mind his orch, translated from his conlangs into English as orc, but which is nothing like the sea-monster named Orc in the myth of Perseus and Andromeda, so the word should just be considered a homophone. The most familiar words from his conlangs themselves, not translated into English, would be the inscription on the One Ring. That is, unless you consider the English translations in the body of the text a conlang!
In Star Trek, the writers originally borrowed names from Western mythology, like Vulcan and Romulan, and later on, when they developed more serious conlangs for those species, came up with the justification that they didn’t really call themselves that in their own languages at all. However, loghaD gives the example of Qapla', from Klingon, occasionally used by SF geeks to mean “Success!” in English, although it would not be familiar to most native speakers. I’ve heard geeks drop words and phrases from many sources about as often, like grok from Robert Heinlein’s Martian and Bah-weep-graaaaagnah wheep nini bong from Transformers: The Movie.
Kryptonite, now used as a generic word for an Achilles’ heel, was retconned into the alien endonym Krypton, a combination of the names of the Adam and Eve-figures of the alien species, Kryp and Tonn, plus the scientific suffix -ite. That it’s a homonym of a different chemical element in English is, in-universe, a coincidence. This is of course from DC Comics’ Superman.
Murry Gell-Mann has said he took the word quark from a nonsense poem in James Joyce’s Finnegan’s Wake, where it could have meant many different things at once.
There are several other made-up words in science fiction that have become at least somewhat widely-known. Ansible, by Ursula K. LeGuin, has been borrowed by many other works of science fiction. Zeerust, from Douglas Adams’ The Meaning of Laff (which gave geographic names joke definitions) is actually used by some writers, particularly at TV Tropes, in the sense he gave it: the particular kind of datedness of something that tried to be futuristic way back when. Morlocks, from H.G. Wells’ The Time Machine, appears in some dictionaries as a generic term for feral people. At least one college gave freshmen an orientation course called “Finding your Patronus,” after the spell from Harry Potter.
It’s anybody’s guess where Biblical and other mythological names that have become dictionary words, such as Eden, cherubic, Semitic or siren, came from, but one possibility is that some were made up from whole cloth at some point.
Unless you are an especially fundamentalist member of the Latter-Day Saints movement (not the same thing as a member of the FLDS!), you consider Joseph Smith’s Reformed Egyptian a conlang that gave us such words as Deseret. If any example I mentioned is from a scripture you believe to be literally true, I respect your religious freedom.
One edge case: a barbarian originally meant someone who didn’t speak Greek, and who sounded to the Greeks like he was saying “bar-bar-bar.” There’s a joke like this in what might be considered a work of ancient SF, Aristophanes’ The Birds, where a foreign god speaks only in nonsense syllables that the picaresque heroes pretend to translate, and although none of them became words, the calque Cloudcuckooland did.
All of those are words in English, but you asked about loanwords from any conlang to any natural language. Someone else brought up the conlang Esperanto, which now has native speakers (although I’m not aware of any loanwords from Esperanto in natural languages other than the name of the language itself). Some other answers on this site have suggested that Classical Sanskrit or Modern Hebrew might be considered conlangs of a sort, which in the process of turning a natural language into a literary language more like what its compilers wanted it to be, created a new one. One might then bring several others up, such as Old Church Slavonic, Indonesian, Katharevousa, Guarani or Bokmål, although I certainly do not have the expertise to debate how to classify any of them.