Silverwave
Warlord
Stonehenge was built on coastal water title.
Yeah - its does this. Strictly speaking, I don't think it is a "Bug", just a limitation in the programming. Note that if you reload, it might move (I *think* the city improvement textures get moved around each time you load a game)
I don't think it is specific to one wonder. I think it can happen to any of them. I've seen it with the Oracle, Angkor Wat, and others.