only zeus is bugged, afaik. it's supposed to grant permanent 20% order bonus but instead does nothing.

All the wonders grant a temporary 20% wonder bonus that fades away in 4 rounds.

I'm sure artemis, pyramids, and mausoleum are working all right (ie permanently). And casually, I've noticed trade inc drop off significantly after losing rhodes -- 20 turns after taking it. (Let it rebel to test it; though a perfect test would have you losing it mid-round)