Early in a game I had wiped out the carthagians with an archer I found in a hut. In fact, when I found their only city I fortified on good defensive terrain outside of the city and they attacked me with their last unit and their city was empty so I could just walk right in.
Well, this was stupid also but what happened next was more interesting.
After I had taken their city I walked off with the archer to do some more exploring. A couple of turns later I found London, the single city of the reborn English civ. I was occupied with other things at the moment and I signed a peace treaty with them and fortified next to their city. I hoped that they would declare war on me soon if I didn't withdraw and then they would repeat the Carthagians mistake of attacking me with their only defender.
So... a few turns later they told me to withdraw. I replied no and as I expected they declared war on me.
Now, I was busy doing other things far away from London and I didn't bother to look more closely what was going on there. I just finished my turn and pressed enter, waiting for them to attack me. To my surprise there was no attack! Something strange must be going on here so I zoomed to London. Now I saw that London was in fact undefended! The English had declared war on me when their only city was undefended and I refused to withdraw my unit from it!
I walked in and destroyed the English civilization.
).
Eventually, I sorted out a "welcoming committee" for the caravans whereby I send out troops to cover all the squares it could potentially move to other than into my city and hope it makes a break for it next turn. However, They often won't stop next to the city, but 2 squares away and even the gentle encouragement will not make it take the obvious route, rather staying in the square it started at. 
So in the end I just slaughter it and make up with lots of my own freights. They're basically just exploring.
