The Statue of Zeus is giving a permanent bonus of +10% to public order in all settlements.
The Pyramids cancel all culture penalties for Egyptian buildings.
The Pharos adds to the naval movement of the owning faction (I'm not sure of the exact amount). It says it reduces the chance of ships sinking, but I don't know how that works.
The Temple of Artemis reduces the construction cost of all religious buildings by 30%.
The Hanging Gardens add 20% (I think) to the farming revenue from all settlements.