Maybe not a wonder..maybe, but IMO projects or events or things that aren't buildings might be cool also. - Like Hammurabi's code of laws.
The Gulag for Russia placing a free jail in all Siberian cities.
The Machu Picchu for Inca giving +1 gold from all hills/mountains
Auswitz..I mean The Brandenburg for Germany..ehemm....
McDonalds corporation for America granting all American cities +1 unhealth but +2 happiness
France: ?
The Abu Simbel for Egypt making 1 free war chariot every 7 turns until Construction or something
Some computer corporation for Japan with +1 free scientist in 5 largest cities and +1 happiness in all cities
The Mahavihara for India making all religious buildings with state religion produce +20% science
The Malinese get University of Sankore as their UW.
Something religious for Arabia, the Spiral Minaret perhaps..
Spain: Alhambra. +20% cultural defence in all cities.
Vikings: Sagas. +100% GP in all cities until Divine right (?).
Babylonia: Hammurabi's Code of Laws. -25% maintenence in all cities. +10% science in all cities.
Aztecs: Sun Temple. No unhappiness from slave whipping in this city and largest city (if largest city builds it, the second largest city also gets the bonus)..
Just my two cents.