Just because people haven't found them doesn't mean they never existed they could've just as easily been melted into scrap metal and reused. The Ark of the Covenant is the same way, no museum holds it and no one knows where it may lie, it too could have just as easily been lost to time and disintegrated into the ground (if it were buried) by now.
I have one:
Noah's Ark (it was thought to have been found nearly disintegrated and ice-locked on a mountain side back in 2008(It was a history channel special). It could have been just as likely to be photoshopped imagery but only the people airing it know if the mostly disintegrated, ice-locked wooden framework of a boat that's sitting under the snow on the side of a mountain is a real image.)
Can't prove that something never existed. You'd expect lots of artifacts from thousands of years ago would be destroyed or lost.
The history channel did a show about noah's ark in turkey, they would never do a show about something photoshopped.
In addition to artifacts you could have a few very special squares that whoever has culture over it gets the benefit.
Mount Everest, Angel Falls, Barringer Crater, etc.
Realistically all of them would boost money due to tourism, though for game sake could have +1 happiness to all cities, +1 science, +50% GP production bonus in nearest city. One makes city grow +50%.
Or like in Alpha Centuari a collection of squares that are better do to natural wonder.
Great Barrier Reef: +1 Food for a bunch of squares, it is very large.
Grand Canyon: Each square of it gives same production as shaft mine on plain hills. Only without need to build mines or unhappiness, roads would add 1 production as well.
One thing that would be very cool is a fountain of youth, each game one hut has it. Could give +1 population in each city or a settler in capital. Was going to do get it at whatever square you found hut, except if far away from your empire it could take a while to get home.