So.... there's an aspect of game development that gets remarkably short shrift from Indies, which is understandable, but kind of problematic.
That aspect is called "clearance". This is a process whereby your production team works with the legal team to identify all third party assets embodied in a game (whether it be copyrightable content (engines, art assets, code, music), trademarks, places, people, names, etc.), and determine whether the developer has the right to use those third party assets.
If you ever try to get PLI/E&O insurance (which you should if your games/studio make enough money to make it worthwhile), you'll find that some policies will require clearance reports of properties prior to granting coverage on a property. And your question hints at why.
You may need to be particularly careful of foreign historical landmarks, as some are more closely guarded than others. For example, in Egypt, the Supreme Council of Antiquities led by Dr. Hawass (personal note-- I'm only mentioning Dr. Hawass because he's also a family friend and I like to name drop, it's a bad habit) sought to copyright the Pyramids and other Egyptian antiquities and assets to prevent rampant unauthorized exploitation. This was back in 2008 and I haven't really kept track, but I know the Prime Minister signed off on it at the time.
Other historical societies and local governments have strict rules concerning photography, etc.
You also may have to consider whatever you're using as source material for those places-- are you using a photograph? A video? At that point clearance concerns are doubled, because now you also have to consider the author of the source material as well.
As with all things, this is a cost-benefit analysis. You have to gauge the risk of exposure against the cost of protecting yourself. It's ultimately a business decision and as I am not your lawyer, I can't advise you on that point.
But clearance is something developers should be aware of and consider as they develop.
Best of luck!
Mona