Hi there!

The middle ages are long time period, and lifestyles varied from place to place.

That being said, the answer is yes, in a general sense, they did (mostly). Even at the earliest phase of the middle ages, even the pettiest lords could own multiple estates. And even if a lord only owned one estate, he could probably spend some time at a relatives' house for a break.

Documentation for property ownership is tough to come by before the 10th century (and even then, I'm sure it's beyond the scope of your question. I get all giddy reading though land sale contracts and documents of Vassalage stored in the Sforza Castle in Milan, but I'm sure you don't). However, the documentation for Royalty is more thorough. Take, just for an example, an early medieval ruler; King Theodoric, the first king of the Medieval Kingdom of Italy (No, Odoacer doesn't count, it's complicated and I'm digressing). Theodoric held court in the former Roman capital of Ravenna, and had a hunting lodge built near the town of Galaeta, up in the Apennine mountains. Even at this early point in the middle ages, royalty was taking time off to go on hunting trips, and indeed, these would remain a popular form of "Vacation" for several centuries. If you want an overview, you can look at Medieval Hunting by Richard Almond. I find some conclusions drawn simplistic and haven't read all of it, but it gives a good idea of what a medieval hunting expedition could be like.

Of course, conditions varied through the centuries. Famously, the Capetian Kings of France could not leave the vicinity of Paris, else their vassals would hold them for ransom, up until the reign of Philip II. Going on Vacation could be difficult in these circumstances.

Further, sometimes necessity dictated when a nobleman would take time off. There is primary documentation, for example, of a vassal of the Bishop of Milan called Aldo de Porta Vercellina, who in 1050 held a fief called Garbagnate. Thus, Aldo would spend periods of time in Milan, especially as the de Porta Vercellina were a Famiglia Capitanea, a family with special responsibilities (that I could go on and on about...) but would mostly be overseeing his estate in Garbagnate. What Aldo considered "Vacation Time," unfortunately, we will never know.

I wish I could give examples all over Europe, but I'm not very familiar with individual examples outside of Italy. However, it goes without saying that as royal policy tended to move towards centralization through the late middle ages, vacationing became more commonplace. Consequentially, by the late Renaissance, nobility began keeping city homes and country homes (the latter being often built on the foundations of their castles and manors; having been deprived of their defensive function by the introduction of early modern artillery).

If I've piqued your interest in Theodoric (and I hope I have), I suggest you go to Ravenna and have a poke around the mosaics of the Basilica of Sant'Apollinare Nuovo. Lacking that, you can read Theoderic in Italy, by J. Moorhead, Oxford University Press, 1992 .

If you'd like to read more on the Capetians, a book that should be easy to find is The Capetians: The History of a Dynasty by J. Bradbury. However, I can't suggest something more scholarly (at least in english), as it's not my area of expertise.

And of course, if ever you're in Milan and interested in land grants and Vassalage contracts, stop by the Ambrosian Library and the Library of the Sforza Castle.