@Diet of Worms: Evidently the game does keep track, however I haven't noticed any modifiers that go along with not helping. I have no basis for this, but I think there's benefits to helping in a war, but no penalties if you don't. Technically since the liege raises levies from MY reserve, I suppose that's still a fulfilment of feudal obligations, but maybe since I don't personally gather my troops and take them to battle with my liege, I'm not actually aiding in the war effort. I saw in another thread earlier that someone helped fight a war and then received a duchy from the Emperor. No idea if those two events were related, but if they are then that's a big incentive to assist.
One of the wars was a holy war against Pomerania, which the HRE won, and some land won from that war transfered into the ownership of the Emperor, who was made Duke of whatever land that was (can't remember). I don't recall seeing any other German lords assisting in the war, so I'm assuming that the territory won defaulted into the demense of the Emperor?
@wright: I also notice the war icon in the bottom right of the screen, and it's the source of my confusion. I assumed first that the icon wouldn't show up unless I'm at war, so I assumed if it's there then I AM at war. However, like you said, I checked the diplomatic map and nothing was red. However, if I hover my mouse over an enemy unit icon, the leader's name appears in red, so...? I don't know, I'm clueless.
Guess I'll have to study the manual and see if there's anything in there.