Some improvements cannot be built in level 3 cities. Some require level 4 or 5 to build them. Double check to be sure you are not trying to build a building that requires a higher level city. Then double check the required resources (gold, resources, food, etc). Then double check the heirgamenon entry for the city to make sure it says it has enough free tiles left.
Also, keep in mind that there is a bug in city building where sometimes you can build a building twice that you are only supposed to be able build one of. You may have built more of those buildings than you were supposed to be allowed to build because you didn't realize you were only allowed to build one of them. They might be taking up extra tiles on you.