What we saw astonished us (= «The things that we saw astonished us»); When she sees what you have done she will be furious (= «When she sees the damage that you have done she will be furious»). He said he had no money, which was not true; Some of the roads were flooded, which made our journey more difficult.
[«what» = «the thing that»/»the things that.» Hay que poner cuidado en no confundir el pronombre relativo «what» con el relativo conectivo «which.» «which» tiene que ir referido a una palabra o un grupo de palabras que aparecen en la frase precedente. «what» carece de referencia anafórica. «what,» además, es el objeto del verbo; «which,» el sujeto.]