When lecturing about conservation of energy in the 1960s, Richard Feynman remarked:
It is important to realize that in physics today, we have no knowledge of what energy is. We do not have a picture that energy comes in little blobs of a definite amount. It is not that way. However, there are formulas for calculating some numerical quantity, and when we add it all together it gives “28” —always the same number. It is an abstract thing in that it does not tell us the mechanism or the reasons for the various formulas. 
50 some years later, have we made any progress in terms of understanding the fundamental nature of what energy is?