What is the material that doesn't diffract x rays ?
Well, that depends primarily on the energy of your x-rays. High energy x-rays will scatter less than low energy x-rays, but show more Compton and even pair building above 1MeV.
If by diffraction you mean Bragg diffraction, then any material that does not have a crystal structure does not diffract: Plasma, gases, liquids, amorphous solids, etc. All these scatter x-rays, but not into sharp, well defined peaks as described by Bragg's law.
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