That democracies do not wage war against one another is a point often brought up in talking about the overthrow of dictators, and in conversations concerning war in general. I've always found the notion of no wars between democracies seem somewhat off, and may well have devoted time to mapping out wars and determining how democratic their governments were. This being the age of the internet, someone else has already done it.
The whole site is interesting, but the part that makes it really valuable is the discussion following the examples. But Kelsey, you ask, can I just get a simple answer? Have democracies ever gone to war against each other? Well, using entirely someone else's logic, I can tell you simply that it depends entirely on how you define democracy.
Want a more valid, more thorough examination? Go to the site. It's well done to the point that I'd be jealous if it hadn't saved me time.