@Dredlockz: Well, you can't really use that war as your casus belli to gain land. You have no real issues/claims on nation Z at that time, and merely fight them because they are in league with nation Y there. After the war you will all part ways, get some glory and nation Z won't be too fond of you, but you won't have their land.
Instead it is often best to build up money for mercenaries and await a war like that, then rather than expressly joining merely to assist, instead press a claim you have either fabricated or got due to marriage. With them fighting a war on many fronts you will have an easier time, and coming in fresh with mercenaries can really tip the scale. For instance, get a claim to english land, wait for them to be beset by civil war, or be invading elsewhere, give them a while to have mobilized and commited all their forces, then declare war upon them for the land you want.
There are times when an allied war can net you land, but that is usually in aid of a larger plot. e.g. I married my king to a rebellious noble who had a claim on the scottish throne. I encouraged her to rebel and then assisted helping her become queen. They had a son, which is of course of my dynasty. Then when the time came and both parents passed on the kid inherited all of scotland and ireland in one fell swoop. Though the moron had got himself excommunicated so holding onto both while low on glory/respect in the eyes of his peers, along with being seen as a foreigner in scotland made it a real... messy transition.
Anyway, you may only take territories in a war that you lay claim to when declaring the war. There are from what I recall 3 sorts of claims you can make, or 4 in fact;
1)Fabricated (false claims, you may aswell always have your guy fabricating claims somewhere if you wish to expand, eventually he will forge you some documents to use to gain land in war).
2)Succession claimants. A child always has claim to his parents land from both sides from what I recall. So if you marry some foreign princess and have a child, when he becomes the ruler he may press that claim as a cause for war.
3) De Jure claims, if I remember right are claims due to geographical region and Duchy titles. For instance if you own 2/3 of the territories in wales, and you create/grab a title like "Duchy/Duke of Wales", by rights the other third of that territory is technically yours, so you may press war by rights of them holding land that is yours by title and due to your prominence owning the land of that region, if that makes sense.
4)Crusade. Any heretical nation, be it excommunicated or of a "heretical" nation is fair game for invading, the pope and other Christian rulers are fine with it, they may even help you. But it is usually more hassle than it is worth. An English king waging war for land in Africa may get lucky and grab some land. But holding land so far away when half a dozen nations call a Jihad upon you and that land is another matter entirely.
Main thing to keep in mind, is just plot. Be devious, abuse friend and foe alike and over the generations slowly but surely absorb their land. The game is certainly complex, but it is rather satisfying once you have some plots go to plan :)
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