I'm thrilled to see this thread - I would have loved to come along having modded it myself and presented a finished product, but you might have been waiting a long time as I'd have to find some modding tutorials and probably learn from a load of mistakes first!
I was thinking purely along the lines of small wonders representing particular cultural festivals or traditions that could be built in cities if they had a particular culture building (ie they have a prerequisite of a culture building such as Culture (French) or Culture (Greek)) and preferably be secular or at least not overtly be completely religious (with the exception of Holy Roman, Israeli, and possibly Byzantine) - to be fairly cheap to build and provide a small culture bonus.
My initial thoughts were as follows, I hadn't thought yet about what the tech prerequisites might be:
Aborigine - Dreamtime
American - Independence Day (4th July)
Apache - Sunrise Dance
Arabian -
Assyrian - Kha b-Nisan (which is a secular celebration of the vernal equinox)
Australian - either Australia Day or Anzac Day, the Australian folks here can judge better than I can what would be most appropriate or might have a better suggestion.
Aztec - the Aztecs had a lot of festivals, but I would suggest Panquetzaliztli which was a festival in honour of Huitzilopotchtli, and involved sacrifice of captives and slaves. If you want something a bit less bloodthirsty, then go for Tlaxochimaco which is the "small feast for the dead" and probably a cultural forerunner (amongst other influences) to the Mexican Dia de los Muertos that is celebrated today.
Babylonian - Akitu (a crop sowing festival)
Byzantine -
Carthaginian -
Celtic - Beltane
Cherokee - Bouncing Bush
Chinese - Lantern Festival or Dragon Boat Festival
Dutch - Sinterklaas
Egyptian - Wep-renpet (New Year)
English - May Day (think maypoles and morris dancers, a very old traditional English festival)
Ethiopian - Enkutatash (New Year)
French - Bastille Day
German - Oktoberfest (requires a brewery in the city)
Greek - Dionysia
Hittite - Festival of the Gatehouse (little is known about this but the cuneiform reads "KI.LAM")
Holy Roman - Easter (also requires Christianity as state religion)
Incan - Inti Raymi (festival of the sun)
Iroquois - Greatly Prized Ceremony (midwinter festival)
Japanese - Shogatsu (New Year)
Khmer - Bon Om Thook (Water festival, celebrating the end of the rainy season and the might of the Khmer Empire, has ancient roots and used to involve tests of combat and boat races)
Korean - Dano (also called Surit-nal)
Malinese - There are several distinct Malinese cultural traditions, I suggest the Sigui (which is a Dogon ceremony celebrating the dead between the first ancestor until the time humanity acquired the use of the spoken word - but tbh there is a lot to choose from here!)
Mayan -
Mexican - Dia de los Muertos
Mongolian - Tsagaan Sar (Lunar New Year)
Olmec - unfortunately there is little to go on, but I would go with a Rain spirit theme
Ottoman - Rather than one particular event, I would have this as the Surname-I Hümayun (Imperial Festival Book) - a book recording all the festivals and celebrations such as Imperial weddings, processions, and other events.
Persian - Shab-e Yaldâ - ancient winter solstice celebration
Polynesian - ahaaina (forerunner to the more recent terminology - Lu'au)
Portuguese - Carnaval (a "Rio" style Carnival)
Roman - Lupercalia or Saturnalia, I'm leaning more towards the Saturnalia (midwinter festival) tbh.
Russian - depends if we want something modern or something traditional -for modern I'd go with Revolution Day, and as much as I like that it may not fit into everyone's game especially if you had Russian culture from an early point in the game, so a more traditional folk holiday such as Troitsa may fit the bill better.
Siamese - Songkran (New Year)
Sioux - Sun Dance Ceremony
Spanish - Sanfermines (The traditional festival which includes the Running of the Bulls as well as many musical and pyrotechnic diversions)
Sumerian - Here we start running into issues as there's a large Babylonian/Sumerian crossover - Akitu is also relevant for Sumerian
Viking - Sigrblot (spring/early summer festival)
Zulu - Umkhosi Womhlanga (Reed Ceremony)
I've taken this list of cultures from v14 so there are a few added in v15 (such as Israeli that was mentioned in a previous post, Brazilian, Maori etc.) that I've not yet given any thought to - although to me Brazil's Rio Carnaval is an obvious choice without having to think too hard! And Channukah for Israeli + Judaism makes sense of course! And you'll note that there are a few blanks where nothing came to mind and a few minutes on google did not provide any immediate inspiration.