I am playing a game with a bunch of AI civs....Japan, China, England, India, Russia (there were more before they become assimiliated into my way of thinking).
I am able to trade with each of them and each country is more or less on its own continent. So they must be building harbors. However, I took in many German, French, and Russian coastal cities and none of them had a harbor remaining after I captured them. I don't know if they hadn't been built yet or if they were destroyed when I took the cities.