What would happen if you get a spy in the ancient era? Would everybody else also get one that early? Or would it otherwise be overpowered as the system is specifically set-up to give everyone a spy when the first civ enters the Renaissance? Otherwise, I would suggest putting that effect with the Oracle and give it a lasting effect (=worth to conquer). It also would be historical as the Oracle was a place where information from all over the known world was gathered... The Great Wall already has a very specific function, I wouldn't change that probably. Other options I can think of is the Terracotta Army (culture + spy, but historical reasoning?) or the
Pergamon Altar
Historical Importance: Wonderful Work of Art, Tourist Attraction even in the antiquity.
Effects: +1

on luxury ressources, 1 Free Spy
(sorry, I don't find the existing mod right now)
Going back to the Industrial and Later eras which need more wonders, with Railway I could think of the
Trans-Siberian Railway
Historical Significance: Large Railroad projects were common in the 19th century and while we often hear about Americas Race to reach the Pacific Ocean, I think we already have a few American wonders and the Trans-Siberian Railway is longer, still around and still today a popular travel option for backpackers and adventurers

Gameplay Effect: Lower maintenance cost on Railroads, maybe movement points on railroads.
And the
Gotthard Rail Tunnel

Historical Signifiance: Like the Suez or the Panama Canal, railway projects were mega-projects involving a great deal of actors from various nations. The Gotthard is the biggest pass between North and Southern Europe and the opening of the railroad tunnel accelerated travelling alot. Suddenly, Rome could be reached quite easily from the Rhine Valley and vice versa. The building was done in record time, cost many workers their life, the first architect died due to heart attack in the tunnel and the army even had to put down a strike.
Game Effect: Requires mountain nearby, Turns that tile into a supertile, giving +8

, +8

and +8

, and lessens movement costs on railroads.
A similar world wonder f.e. could be the Channel Tunell.
A modern not-in-Europe wonder could be the
Maracanã Stadium
Historical Significance: It was the biggest stadium in the world, near up to 200'000 places, nowadays, for security reasons, other's are bigger, but the biggest is in North Korea (according to wiki) and I'm not sure what their stance on security is. But I do think Stadiums are the biggest buildings in the modern world, so I do think one can be a world wonder. Also, that would add another wonder in South America (it's located in Rio).
Gameplay Effect: +1

and +5

per stadium and colloseum.
Before I do another batch (not today), what do you think about a wonder that doubles the effect of a pantheon? Would that be too powerful? (probably).