According to Tyrion and Haldon Halfmaester, Lomas Longstrider travelled the world and wrote to works, Wonders and Wonders Made by Man. He cataloged sixteen wonders in total, seven by the gods and nine made by man.
The only certain wonders appear to be the Valyrian stone roads, the fourth of the nine man-made wonders, (V: 117) and the triple walls of Qarth (V: 755). It may be implied in the text that the ruins of the Great Pyramid of Ghis, which we’re told Lomas Longstrider visited (V: 880), may also number among them. Speculatively, fans have considered the possibility of the Titan of Braavos, the Wall, the Hightower of Oldtown, and Harrenhal being among the other man-made wonders.
The natural wonders are not known, though readers have suggested that Casterly Rock and perhaps the Giant’s Lance might fit, as well as the Rhoyne, the Shadow, the Mother of Mountains, and the Fourteen Flames, among others.