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Other than those 3 (of which you can make 1) it's definitely possible on lower difficulties.
Obviously Egypt is supreme for that.
Playing on epic now, only missed one so far.
It's not nearly that hard. The achievement is not restricted to a single playthrough. All you need to do to earn it is build every wonder at least once over the course of all your games. Three playthroughs is enough to get it easily, without needing to bother with ideology switches. Just pick a different ideology each time to get the three ideology-specific wonders, and you're golden.
My first ever Civ V game (before G&K and BNW even came out) I built every wonder in my single Egyptian city, on Chieftain (obviously there are more wonders now, and some are exclusive like Kronock explained).
However, after getting bored and trying out mods, and discovering The Ancients (crazy OP custom civ), I've proven my statement of "practically impossible on higher difficulties". You see, the unique ability of this Ancients civ is that they build ALL wonders in 1/20th (5%) of the required time. I've still been beaten to some wonders as them on Emperor, and somewhat more often on Deity.
Edit:
If you're not coastal then you also missed the Colossus, East India Company (though I think that one is BNW), and the Sidney Opera House. You also need to be near mountains for Machu Picchu and Neuschwanstein.