Well, firstly, let's differientiate between Northern-Africa (pro-domanently Muslim, closely related to Europe and the Middle East) and Sub-Saharan Africa (pro-dominanently Christian converted and tribal.) I think there is a lack of North African wonders in the game. I don't think there is much Sub-Saharan Africa did that we are aware of, that would be considered a wonder.
Let's also make a second differentiation. When you speak of Native American, I assume you mean civilized Native America (which was basically anything Mexico and south.) North of Mexico (North America) the indians were constantly moving with food, so built no wonders, becuase they built no cities.
Native American (South America, civilized) to me faces an even worse problem than Sub-Saharan Africa. There not even around today. They didn't have a written language, so we don't know what they did. As a matter of fact, we don't even know what their language was. They may of had wonders in ancient times, that weren't around by the time good ol' Columbus wiped 'em out. Since they didn't bother to write anything down, we don't know what there wonders were. And when Europe landed in South America, anything we today consider a wonder, they wouldn't have becasue they wouldn't be able to tell how long ago it was built. And nothing was a wonder in South America from 1492-1700 (in Europe's point of view) because the Europeans were so technologically advanced compared to them, everything they had was obsolete.