In the bottom left hand corner, when you click on a city, there will be a series of icons representing the effects currently at work in that province. Mouse over them and it'll pop up a tooltip that explains what each one is. I don't recall the effects right now, but Mount Vesuvius has an effect in Italia, and Mount Etna has an effect in Magna Graecia. I expect that there will be something similar for the Statue of Zeus at Olympia.