This thread is sort of depressing for me...I've been to and seen a lot, but very few are on the list of Civ natural and world wonders!
Big Ben, Broadway, Ruhr Valley, Statue of Liberty (only if you count Battery Park), and I've ridden the EuroStar under the Cliffs of Dover, and I think the Rock of Gibraltar was in Civ V
Places not in a Civ game I would consider wonders: many things in London, Brussels, Amsterdam, and NYC; Pikes Peak, Arlington Cemetery, Independence Hall, the Nurburgring, several locations in the Hindu Kush, Loch Ness, spent hours in the sky over Gaugamela and Babylon, a little brewery at St. James' Gate in Dublin, and I feel Basel, Switzerland would be an excellent trade city-state
EDIT: just remembered the Pentagon (Civ V?), and National Archives (even though it's a generic National Archives in Civ V)