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Seeing as several countries in Europe are regularly rethinking whether to join or leave the European Union, I wonder how did countries join or leave the Holy Roman Empire, which was also more like a loose federation of countries.

Were there instances of principalities joining or leaving the Empire peacefully? Was there ever an instance of a principality voluntarily wanting to join? Would it be possible for a member country to decide they wanted to leave, without the emperor ordering its neighbors to attack it?

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As far as I know, most if not all rulers in Christian Europe "conceded that the Emperor was the universal lord of Christendom, but only in high office, not in deed" (taken from The Prince and the Law, 1200-1600, which speaks specifically about the King of France).
Thus, most were just concerned with obtaining and securing liberties for themselves and their lands (in the case of Germany and Italy), or avoiding interference from the Emperor (as in the kingdoms outside Imperial lands – France, England, etc). Although the Emperor real power was limited, breaking from the Empire and denying the Emperor's lordship over the Christian community would have been quite daring; for example, the Italian cities became independent de facto but never, to my knowledge, declared any intention of breaking with the Empire. I think that didn't happen even after the Reformation: reformed rulers claimed that the Emperor had no right to force Catholicism into the lands they ruled, but didn't deny the Emperor's overlordship, however theoretical it was.
Anyway, my knowledge is limited and I might be wrong, so let's see what other posters have to say.

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    After the Reformation a compromise has been achieved - see eg. Peace of Augsburg and Cuius regio, eius religio – Voitcus May 22 '15 at 6:43
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    The previous line to your quote was "Although the Emperor was lord of the world, the French king was not subject to him in law or in fact" which describes the position where the Holy Roman Emperor only had power where he had the force of arms. – Henry May 22 '15 at 12:02
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    @Voitcus Yes, and around that time the Empire more or less submitted to the facts and a) renamed itself as Holy Roman Empire of the German Nation, and b) the Emperor ceased to be crowned by the Pope, thus relinquishing most universalist claims in deed if not in theory. – JMVanPelt May 22 '15 at 16:37
  • The Empire is not an area where I'm really well-read, but I'm struck by "but only in high office, not in deed". I can accept that "denying the Emperor's lordship over the Christian community would have been quite daring" but given the lack any any practical consequences of being in the Empire, why would anyone bother to try to leave? – Mark Olson Jul 17 '18 at 15:01
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Owing fealty to the personage crowned as Emperor of the Romans, King of the Germans was never a voluntary arrangement. First, it carried rights, such as a seat in one or more colleges of the Imperial Diet, and possibly the right as a Prince-Elector to vote on succession to the imperial titles. Second, it carried the (nominal, to be sure) responsibility of fealty to the crowned Emperor of the Romans, King of the Germans, commonly referred to as the Holy Roman Emperor, in whom for almost all of its history the two titles were unified.

This duality of rights and responsibilities means that it was in the mutual interest of both emperors and imperial immediates to protect their relationship, by accurately tracking imperial domains. The sovereign states whose sovereign princes possessed these rights and responsibilities occasionally changed, but always (and only) de facto by force of arms and subsequently de jure by ratified treaty.

Note that as the practical powers of the Emperor diminished, the motivations for attempting separation from the Empire diminished. Other powers such as France and Spain were, from 1453 and 1492 respectively, more than capable of swallowing stray independent principalities lacking a strong protector. Despite lacking any real power over much of the Empire, Emperors throughout its history regarded it as their sphere of influence and could usually be relied on as an ally against stray foreign ambitions.

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