Stockholm also has famous canon balls lodged on buildings in the old town: https://www.atlasobscura.com/places/stortorget-cannonball
They are supposed to be from the Blood Bath that happened there in the 16th century when Swedes and Danes still enjoyed killing each other frequently, but no wall survives this long with a metal ball in it, hence that’s apparently a fake thing by some smart 18th century building owners.
Fort Pulaski in Savannah, Georgia also has cannonballs embedded in the brick walls: https://en.wikipedia.org/wiki/Fort_Pulaski_National_Monument
Yup; it's a neat daytrip if you're in the area. But then Capt. Gillmore showed up with rifled cannons and showed why we don't use cannonballs any more. :-)
VMI has a number of cannonballs embedded in the turrets on the backside of Old Barracks as well. They're more placeholders now than anything, but were left in situ after General Hunter shelled and burned the then-arsenal during the 1864 Shenandoah Valley Campaign. One of my favorite points of intrigue as a cadet tour guide long ago.
Or Rome is the set of a real-life Truman Show.