I went to war with a former ally Brown at the same time they were at war with Pink, who was tiny and getting beaten up. I had taken over all of Brown except for one city, but because I had killed all their troops Pink went and began sieging the last city right when my troops were moving to attack it. The siege went on for a long time, trapping my largest army next door for 5-6 turns, where I couldn't move it in or out of the space. As I only had the option to white peace with Brown, I decided to wait it out. Pink finally captured that last city, made Brown their vassal, and all the war I had done basically meant nothing as everything reverted back to Brown's control. 

So just to see what would happen I walked troops into one of Brown's outlying cities and immediately took it over. Small complaint from Brown that I attacked their troops, but they didn't press a grievance, no complaint from Pink at all. I was occupying the city, but there was nothing I could do with it. Couldn't run it, couldn't give it back; it just stayed in limbo for the rest of the game, doing absolutely nothing for anyone. Kinda strange that you can hold someone's city like that, and have no options for running it, establishing my own city, or even giving it back. 

As an aside; I don't really get cultural claims. I had the whole continent under my influence and religion, but I only got two claims of "Oppressing my people" in a territory. I pressed one on Green and they gave the territory to me, and the other I was slowly slowly able to go to war with Brown, as above.