Your problem is that you're searching for the array $wgt_places, not each element separately. So it would work if your array looked like this: $wtg_places = array(array('all', 'index')); To get the functionality that you want you can do this:
foreach($places as $place)
{
if(!in_array($place, $wdt_places))
{
echo "$place was not found<br />\n";
}
}
Or if you want a single function just to check if all the elements of $places are in $wgt_places something like this will work:
function ein_array($search, $array)
{
$found = true;
foreach($search as $element)
if(!in_array($element, $array)
$found = false;
return $found;
}