In many of the “wonders” of our past, information about their meaning and scope has been encoded in the form of astronomical alignments to celestial bodies. Therefore, in many cases, understanding the ideas of the ancient architects turns out to be connected with the study of the relationship of their cultures with the sky. This is the aim of archaeoastronomy, a discipline which is a quite efficacious tool in unraveling the original projects of many monuments. This issue is briefly discussed here by means of three examples taken from three completely different cultures and historical periods: the so-called “air shafts” of the Great Pyramid, the urban layout of the capital of the Incas, and the design of the Pantheon.