You can harvest special resources outside of a city's fat cross, those are usually worth putting the mine/boat/etc. on. I normally workboat every sea resource unless I've got a ton of extras, workboats are cheap once you've got an empire going and it's nice to have them for trade or so you don't lose one if a pillager sneaks in.
Other than special resources, the only thing worth building outside of city raidii are roads, railroads, and linking farms. Roads and railroads help movement, ideally you'll have a road/rail on every space in your empire and it's pretty easy to do by automating workers once you're done with 'real' improvements. Farms can chain irrigation outside of a city radius, most of the time you don't need to do it but occasionally a couple of farms will chain irrigation to a town that really needs it.