Vatican City is tiny, even compared with the other countries in this map, so there won't be many territories in it, however, individual locations could be used as territories, even if they aren't administrative divisions. I haven't looked too much into Liechtenstein yet, but I've got an idea on how I'm going to do Andorra.
So far, this is what I've got. It's still very early days.
http://warlight.net/SinglePlayer?PreviewMap=31452
Edited 4/2/2014 13:32:10