Not sure if I have found all of them.

  1. Nisyros - a volcanic Greek island located in the Aegean Sea.
  2. Thera (Santorini) - The place of the Minoan eruption, which may have led indirectly to the collapse of the Minoan civilization on the island of Crete.
  3. Mt. Olympus - the highest mountain in Greece. In mythology the home of the Greek gods.
  4. Knossos - the most famous site of the Minoan civilization.
  5. The Cybele relief of Hittite origin on the Mount Sipylus.
  6. Not sure, based on location (Lemnos) it might be Poliochne - ruins of the oldest human settlement in the Aegean Islands.
  7. Delphi - the site of the famous oracle.
  8. Mt. Athos - a mountain and peninsula in northeastern Greece.
  9. Niobe's Rock on the Mount Sipylus. According to myths Niobe was changed into a rock after Apollo and Artemis killed all her children (after Niobe has insulted Leto).
  10. Skarkos - an early Bronze Age settlement on the island of Ios and one of the most important prehistoric sites in the Aegean.
  11. Not sure, it might be crag with rock-cut tombs towering over the ancient Lycian city of Pinara.
  12. Not sure, its location (near Altis) suggest that it might be something related to Olympia like holy flame of Hestia or altar of Zeus.
  13. Not sure, based on location I guess it might be Mt. Ida.

Owning regions with them don't give you any bonuses. Odd choice.