The first democracies in the world probably fought one another as city-states and they have fought one another ever since then. However we could debate what constitutes a democracy stating a democracy isn’t a democracy until they abolish slavery, allow women to vote, or allow minorities to vote and so on and so on. You could say a democracy isn’t a democracy if it exercises executive powers that violate its own constitution or when its leaders win votes by reason of fraud or by being appointed.
But by restricting the definition of democracy you make it rather mathematically difficult for any two democracies to do anything in relation to another especially war.
For Instance some people may or may not believe Sparta preceded Athens in field of democracy.
http://www.elysiumgates.com/~helena/Revolution.html
Although it was more democratic than Sparta, Thucydides didn’t even think Athens was a democracy saying "It was in theory, a democracy but in fact it became the rule of the first Athenian."
http://www.historyguide.org/ancient/lecture6b.html
By playing around with the definition of democracy, democracy becomes rarer and rarer.
Here is a list of so-called democracies that have gone to war with each other.
http://users.erols.com/mwhite28/demowar.htm
Since competition between city-states is a constant, or today, competition between nation-states it is difficult to believe that nations that have competing interests would somehow restrain themselves from attacking or overthrowing a leader just because he or she was freely elected. The above posts made by others in the forum have already suggested just that. Modern historians may like to believe that the Peloponnesian war was caused due to irreconcilable differences between democratic states and authoritarian ones but that’s debatable. Thucydides gave us insights into the causes of the Peloponnesian war but democracy versus authoritarian was not what he concluded. According to the Melian dialogue, and his other interpretations, Thucydides sees the war as one where city-states, democratic or not used their own powers to advance over others.
http://academic.brooklyn.cuny.edu/class ... /thuk5.htm
http://www.shsu.edu/~his_ncp/Melian.html
He believed that Sparta started the war because of their fear of Athenian expansionism. If Athens hadn’t colonized other city-states or if Sparta could turn a blind eye to Athenian policy, the Peloponnesian war could have been avoided.
http://www.laconia.org/gen_info_literat ... an_war.htm