What some of the differences between the diamyo of feudal Japan, and the dukes and counts of feudal Europe, both with regards to the importance of the family, how independent they where and how likely the shogun would retaliate against their miss doings? If it makes an unwieldy difference for what realm or shogun then maybe just Norman England vs Tokugawa period japan.
The Norman duke would have far more anatomy than the Tokugawa Daimyo. keep in mind, first, that you are comparing two completely different periods of time, between 11th century Europe and 17th-19th century Japan.
First of all, Norman England had no dukes, the first English duke was created in the 14th century. But keep in mind that William the conqueror himself was the duke of Normandy before conquering England and becoming King, a Duke in 11th century would therefore have considerable autonomy (like invading a foreign country and making himself king) and quite a number of the French king's vassals would fight against him (from the Duke of Britanny to the Duke of Burgundy).
The Tokugawa Shogunate on the other hand basically ended feudalism in Japan. Tokugawa shogunate came after the Sengoku era and all its turmoils, and was firm in its stance to bring the feudal lords and soldiers under control.
One of the most effective policy enacted by the Shogunate was to force Daimyos and their families to leave their domain and spend half his time in Edo to attend to the Shogun.
This had the simultaneous advantages of separating the Daimyos from his base of power, give the Shogun useful hostages, and keep them under close watch on the short run. On the long run, this led to the transfer of economic activity from the feudal domains to Edo and enhance the prestige of court life over that of life elsewhere in Japan. To the effect that after a while the families of the Daimyos went to Edo voluntarily whereas before they would have went only as compulsory hostages in the beginning because the allures of life in the Capital was so great compare to life in the countryside. All of this strengthened the power of the Shogun vis-a-vis the Daimyos.
Another way the Tokugawa weakened the feudal order was to outlaw the infamous Ronin class. The Ronin were soldier-farmers (who are heavily romanticized in modern media). One had to choose between being a soldier, or a farmer. This helped eliminate a pool of soldiers which feudal lords can hire in times of war to fight each other or the Shogun.
And yes, the Shogun would punish the Daimyos. Sometimes this would take form in the confiscation of lands, though this was rather difficult to accomplish. It should be noted that Tokugawa ieyasu himself was sort of subjected to this when Hideyoshi (the father of the man whom he would displace to become Shogun) forced to him to pack up stock and barrel and abandon his domain in western-central Japan for a new one in eastern Japan to weaken him. This would be unthinkable in 11th century Europe.
Other times the punishment would be in the form of "name and shame". For example, when one particular noble house (remember how they had to reside in Edo) was displaying his wealth too extravagantly, the Shogun ordered him to close the main gate in his manse in Edo and use the side door instead. Another example would be when a son of one of the Tokugawa's cadet branches committed several acts of excesses (including murdering a man to dolly with his wife). The Shogun revoked the entire family's right to bear a particularly honorable last name, and forced them to give up a particularly important seal. This so shamed the family that they brought the son back into line and was restored to their former grace.
So basically, the Daimyos were not particularly independent at all, in fact, by the late 19th century, they would be more like appointed provincial governors more than feudal lords. It should be noted that when the Tokugawa shogunate was finally overthrown, it was done so by the Samurai-bureaucrats rather than Daimyo. Bringing an end to Sengoku era feudalism is definitely one of the Tokugawa Shogunate's greatest achievements.
For more on this, please read The Making of Modern Japan by Marius B Jansen
*Daimyo