I play Civ IV (Vanilla), and there are normally three buildings that make a city a 'capital' (in terms of reducing the city maintenance cost if they're close enough): The Palace, the Forbidden Palace and, if you're lucky, the Versailles Palace (World wonder).

However, there was one game in which the enemy (I think it was Persia), broke though my defenses with a galley and captured a poorly defended city of mine. I proceeded to assimilate the Persian empire into my own, until Cyrus was left with just one city; my former city. When I recaptured my former city/their last city, my cultural border took their previous shape and I checked what buildings were left and to my surprise: The Persian Palace was still there!

Later I built the Forbidden Palace and the Versailles, ruling over a huge continent with FOUR capitals.

I then decided to try that trick again with my old neighbor, Greece. I declared war, send in some troops, and allowed a small stack to break through and capture one of my cities. I conquered the rest of Greece and then went for my former city. I recaptured it, but the Palace that I was expecting was not there.

Does anyone know what the 'rules' behind this trick are? Or can you only get one foreign Palace per game? Or was I just experiencing some random bug?

Random glitch, I'm sorry to say. Palaces produce culture for the builder, and all buildings that do this are supposed to be destroyed by capture.

Do you still have a save game from this?

No, I don't have the save game. I cleaned out the save file map some time back.
I meant to keep this save file, but I kept the wrong one and deleted the four capital one after all. :sad:

I was curious if there was some sort of tactic to keep palaces, but if it's a glitch, then I guess not.

I was curious if there was some sort of tactic to keep palaces, but if it's a glitch, then I guess not.

No, that's not supposed to happen. Palaces are always supposed to be destroyed when you capture a city. For one thing it's considered a National Wonder so you're only supposed to have one of them at a time. You encountered a one in a million fluke, I've never heard of that happening before.