Each culture in Age of Mythology has the ability to construct one unique building, its Wonder of the World. Wonders are expensive and take a long time to build, but mark a civilization as one of outstanding achievement. Building a Wonder counts significant points toward your civilization score, and may result in a win, depending on the victory conditions for a game.

A distinguishing cultural characteristic of the great civilizations was architecture. Buildings in all parts of the world looked quite different and employed different construction techniques. In many cases, particularly noteworthy buildings stood as icons for the building civilization, marking it for all time as a culture that achieved greatness, if only temporarily. Examples of such cultural icons are the Pyramids at Giza and the Parthenon at Athens.