No, sorry, everything can be built anywhere. It's part of the competition. To be honest, I think its nice that a game even includes the ability to build the Sistine Chapel!

However, there are civilization-specific city improvements and military units. For example, only the American civilization gets the musketeer and only the French get the salon, and these special things carry bonuses to the civilization who builds them. That's a nice touch, I think.
Also, the set-up for building a bigger empire is less frustrating. You can build bigger without the HUGE penalties, so it's more fun to expand.
Perhaps if you want more details, we should take this to a PM, lest someone think I work for the game's makers...;)