Wonders (with approximate Dates) that have never appeared in a Civ game as far as I know:
Newgrange (Si an Bhru) - 3200 BCE - tomb and religious site alternative to Stonehenge
Great Dam of Mar'ib - 1750 BCE - This is what the 'Great Bath" should have been!
Etemenanki (Temple of the Foundation of Heaven and Earth) - 604/562 BCE - The "Tower of Babel"
Shwedagon Pagoda (Shwedagon Zedi Daw) - 500/600 BCE - The "Golden Pagoda"
Dionysius' Workshop (Ortygia) - 410 BCE - first Military Research Lab in history
Cholula - 300 BCE/800 CE - largest pyramid in the world, in Mexico
Pantheum - 126 CE - The "Temple of All Gods" in Rome, for 2000 years World's largest unreinforced concrete dome
Baths of Caracalla - 212/216 CE - for Amenity, Health, and Decadence all in one.
Shaolin Monastery (Shaolin Si) - 477/495 CE - one of earliest Buddhist complexes in China
Temple of Kukulcan - 600/1000 CE - grandest temple in Chichen Itza: Let's get the name right, for once!
House of Wisdom (Bayt al-Hikman) - 754/775 CE - in Baghdad, center for translating works into Arabic
Su Song's Water Clock (Hun Yi) - 1088/1094 CE - mechanical marvel of timekeeping, astronomy and calendar
Church of Saint George (Bete Gyorgis) - 1200/1221 CE - greatest rock-cut church in Ethiopia
Cathedral of Santa Maria del Fiore (Brunelleschi's Dome) - 1420/1461 CE - in Florence, the dome was and is an architectural and structural engineering masterpiece.
Grand Bazaar (Buyuk Carsi) - 1455/1460 CE - in Istanbul, one of the oldest and largest covered markets in the world
Fuggerai - 1514/1523 CE - in Augsburg, Germany - oldest Social Housing complex still in continuous use
Uraniborg (Uranienborg) - 1576/1580 CE - Tycho Brahe's observatory and astronomical instrument laboratory
Les Invalides (Hotel National des Invalides) - 1670/1676 CE - Paris, Home for disabled veterans, one of the first, also now one of the largest Military Museums in the world
La Scala Opera House (Teatro alla Scala) - 1776/1778 CE - in Milan, Italy, Premier opera school and theater
Library of Congress - 1800/1815 CE - in Washington, USA: second largest library in the world
Smithsonian Institution - 1846/1855 CE - in Washington, USA - Museum covering archeology, art, ethnology and technology
Pasteur Institute (Insitut Pasteur) - 1887 CE - biomedical research center on infectious diseases - defense against Plague?
Carnegie Hall - 1891 CE - New York City - one of the most prestigious venues for musical performances