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It doesn't ask me anything, sometimes when I take a new province I find it's now a vassal (one of my couriers to boot). And sometimes it ends up in my direct control. What decides this?

I vguess you are playing without DV expansion, yes?

If so, then in original CK, the commander who took the province in the siege would also gain the actual province.

So if it was your vassal under your command who grabbed it, then that province is added to his realm. If it was your marshal or any of your courtiers, they would become count of that province.

For you to get direct control, you would have to complete the siege with the ruler controlled army, or any army with no commander.

In DV, all territory goes to the ruler (except for anything your vassals grab under their own command). Vassalization could be done during peace talks.
 
Your general does. The province goes to whoever is leading the army (a sort of "Ha I made it first!" thing). If you want to keep said province, have your liege (you) be there for that province.

Be warned though, if you're a vassal to someone else, they'll supersede you and take it themselves should they be there.

List of command chain:

King - Duke - Count - General - No commander.

In the case of no commander, then it's decided by the size of the armies.
 
This can sometimes be unexpected fortune!

During a game as a hungarian duke of Pest, I allowed my liege to take my troops when he requested.
A year later, I was duke of Pest, and I also had half of the former kingdom of Cumans :D
(the king died in battle, and I my ruler had the biggest martial rating of the dukes in the army)
 
If its one of your courtiers, then it might be that that courtier has a claim on the province. I have seen in a couple of my games that when the "Claimholder seeks asylum"-esque event flashes, and you happen to take the province he has a claim on, then the Peace Table will list him as acquiring the province as a vassal of yours instead of you receiving the province into your personal demense. Don't know if anyone else has seen something like this, but it has happened to me more then once.

Cheers,
~Hawk
 
If its one of your courtiers, then it might be that that courtier has a claim on the province. I have seen in a couple of my games that when the "Claimholder seeks asylum"-esque event flashes, and you happen to take the province he has a claim on, then the Peace Table will list him as acquiring the province as a vassal of yours instead of you receiving the province into your personal demense. Don't know if anyone else has seen something like this, but it has happened to me more then once.

Cheers,
~Hawk

This will usually happen if he has a claim on a title that you don't have. Then you press his claim in the peace talks.
 
I have seen this ie a claim holder getting the title... I married a Prince of England to a Catalonian Princess and the Moors captured the province. When I liberated it in the peace treaty I had my grandson recognised as the holder of the title.

Has this occured to anyone else? Because it can get annoying.
 
An exception to this rule is if the general is of an "enemy" religion. So if you are orthodox and your marshall is muslim, any provinces he conquors will go into your demense.