Do we though?
This is obviously not a comprehensive list, but the main big ones that come to mind are The Grand Canyon, Mt Rushmore, Niagara Falls, and Yosemite.
The Grand Canyon is kind of cool, I guess. I went there once, said "Yep that sure is a big fuckin' hole in the ground" and then continued the rest of my vacation. Maybe I'm just not the target audience but I don't see GC being something that someone comes from, say, France to come look at, unless you're a geologist.
Mt Rushmore is stolen holy land that we carved the faces of a bunch of old white men into. Go America. It's kind of cool to look at I guess but the history behind it does not paint us as good people, and this also isn't a natural wonder, it's man-made.
I believe Niagara Falls is technically property of Canada but I may be incorrect on that.
Yosemite is actually great and I highly recommend it to everyone. However Trump is defunding the parks & rec divisions and trying to sell off national park land to development contractors, so the one actually really cool natural wonder that we have is in danger of becoming a parking lot.
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There are plenty of neat places in the wilderness in America, because despite our hyper-capitalist-industrialism, the US is still like 40% wilderness or open land. But I wouldn't consider e.g. Appalachia to be a "natural wonder". Nice place to have a beer and go fishing, sure, but it's not unique or special.
I look forward to other people telling me other American natural wonders that I've missed in the replies here, because I can't really think of any other big ones off the top of my head. You'll have some small local attractions sometimes - the Bottomless Pools and the titular bat cave of Bat Cave, NC were neat and fun as an example, and things like local caves or beaches or whatever, but you go one state over and ask people about them and they've never heard of them. Hardly a notable attraction.
I live in America, so I can't say what people in other countries know about us as far as like, vacation destinations. I'm actually interested to hear what big natural wonders America has that are commonly known to the rest of the world.