In my latest game I've got 3 opponents, one of which (Sitting Bull) is a vassel to Napolean. Do I still have to take over Sitting Bull's cities to win the game?

Ive only played Warlords so Im not quite sure if this is correct

Assuming your going for a domination victory,You will still get point for taking SB's cities. Be warned that Napolean is going to declare war on you.

For conquest, Yes you need to take sitting bull out. Since he can breakaway from Nap,(unless it was capitulation.)

If you make Napoleon capitulate then Sitting Bull gets severed from him, and since Sitting Bull is probably going to suck anyway (if he capitulated) then you make things easier by taking out Napoleon first.