Allies

I used to attack with my allies Rome and French when playing as Russians, they always coordinate their attacks and pillage my enemies land until I arrive and take the enemy's city.

As a reward, if the city in question is next to my ally's border, I always give it to them.
 
Even if the common enemy starts to gain ground against your ally, this can also be to your advantage in a diabolical way. I have had games where the enemy takes a city from my ally, then I take it from the enemy. That way you gain your allies' cities without them hating you for it.
If it was an important city to your allied AI, and you don't have a good use for it (like it has no good resources, no important wonder), it might be worthwhile to return the city to the allied AI to get an extra boost on your standing with them.
You CAN do this in Civ4, although it isn't documented. Get in on a mutual war, speak to your ally, choose 'Let's talk about something else', there will be an option for joint attack.
if it works, it's a brilliant option, but man, they could've tried to make the UI a bit better - you could also find out how much the AI likes other civ using that interface.
 
My experience with allies was quite different than some of those listed here.

I was fighting a war in a new continent to get a foothold. Mao and Musa were other leaders there. I had just lost 3 cities to Musa when I brought in Mao as my ally and signed 10 turns peace treaty with Musa (so that my units can heal and I can bring reinforcements).

They duked it out and Mao conquered 3 cities and pillaged like hell. After that it was easy for me to wipe out Musa and even conquer those 3 border cities back from Mao to finish my domination victory.
 
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