While Herodotos is said to have listed the wonders of the world, his text on this subject does not survive. Our notion of a list of Seven Wonders comes from the much later historian Diodoros of Sicily's remark (2.1.1) that the pyramids were on that list, but he does not name the others. The earliest full list is a fragmentary text by Philon of Byzantion, dating to the 2nd century BC. This list appears to agree with the one found in a short epigram by Antipater of Thessalonika (1st century BC):

I have set eyes on the wall of lofty Babylon on which is a road for chariots, and the statue of Zeus by the Alpheios, and the hanging gardens, and the colossus of the Sun, and the huge labour of the high pyramids, and the vast tomb of Mausolos; but when I saw the house of Artemis that mounted to the clouds, those other marvels lost their brilliance, and I said, "Lo, apart from Olympos, the Sun never looked on anything so grand."

-- Anth. Gr. 9.58

In order, these lines allude to the walls of Babylon, the statue of Zeus at Olympia, the Hanging Gardens of Babylon, the Colossus of Rhodes, the Pyramids at Gizeh, the Mausoleum of Halikarnassos, and the temple of Artemis at Ephesos.

You'll notice that this early list does not yet include the Great Lighthouse of Alexandria - apparently opinions varied on which works ought to be included. Indeed, Herodotos' list would have looked quite different, since the statue of Zeus was made in his lifetime, and the Colossus of Rhodes, the Great Lighthouse and the Mausoleum of Halikarnassos hadn't been built yet.