Slitherine

My apologies if this has been posted before. How do I stop an ally etc., from stealing and conquering a city that I have been besieging ...?

Your ally assaulted while your force was still laying siege? So, they were first to conquer the enemy city, right? Sorry, either assault first or don't make an alliance.

I guess so but just had same happen with a non-allied state too. I guess it is not important either way.

There are some mechanisms to counter that, if this is an ally, there is a chance, depending of the ratio of troops that he gives the city back. Also if a cient-state, he might gives back regions that you surround, if that's the case. Otherwise, enter transaction and buy back the region.