I really only know the Hellenic wonders because I only play Hellenic factions and Carthage

Royal Macedonian Tombs
Wintry Dodone
Athenian Acropolis
Statue of Zeus at Olympia
Isthmus Canal (that cuts across the Pelleponessus)
Hellesponte
Ruins of Troy
Mausoleon at Hallicarnassos
Temple of Artemis at Epheseus
Colossus
Sun Temple (in some city not included on the map near Damascus)
Jewish Temple
Pharos at Alexandria
Pyramids of Giza
Tomb of Alexander
Abu Simbel/Necropolis
Red Sea Canal
Oracle of Zeus-Ammon
Ruins of Babylon
Hanging Gardens of Babylon
Persian Royal Palaces
Ruins of Persepolis
Some wall on the northern Seleucid border
Alexander's farthest Pillars
Temple of Ahnita
3 Buddhist Temples in India