The following structures in Skyrim: Hearthfire are only available in specific locations and are exclusive to that location.
For example, you can build a Fish Hatchery in Windstad Manor but you cannot build Fish Hatchery in Lakeview Manor or Heljarchen Hall.
Windstad Manor[edit]
Special Building: Fish Hatchery
Lakeview Manor[edit]
Special Building: Apiary (Beehives)
Heljarchen Hall[edit]
Special Building: Mill