Which version of Civ, and what patch level, are you playing? At a certain point, Firaxis patched the game so that if you have visibility into a city, its name is listed for wonders it contains in the Wonders screen.
Alternatively, you could install the BUG mod, which modifies that screen so that Wonders' cities are automatically listed.
I have vanilla 1.61 and warlord (no idea what version). So there is no way to check on the go without consulting and taking note of what is on statistic screen?