What happened to European Micro States in WWII?

How did the tiny states of Europe fare in WWII as Germany (and to a lesser extent Italy) gobbled up land between 1939 and 1942? By Micro-States I’m referring to the likes of Andorra, San Marino, Monaco, Lichtenstein, and the Vatican.

Andorra, San Marino, Lichtenstein, and the Vatican were independent.
Luxembourg was invaded in 1939 by Germany and incorporated into greater Germany. Monaco was invaded by Italy in 1942 and after Mussolini fall by Germany.

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1940, right, not '39?

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Yeah, I left Lux out because they were right in the crosshairs from the get-go.

Oh yes of course 1940. My mistake

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Liechenstein stayed independent during the turmoils of WW2. Mostly because it was really closely tied to Switzerland. There were even Swiss soldiers guarding little-Liechensteins borders.

The small country had been avoiding any kind of annexation since 1719. There is a really good short (3:38) youtube-video from History Matters that sums it up quite nicely and quickly: Why did Nobody Conquer Liechtenstein?