SQLite Forum

'ON DELETE CASCADE' seems to not be working
By the way, do not take this as a knock on your endeavours to utilize SQLite3.

If you are starting using the documentation in the Python wrapper, it is rather sparse since it is really only documenting the wrapper, and not SQLite itself.  

SQLite has, like everything else, its own implementation peculiarities.  You have come to the right place, however, to find out more about the underlying SQLite RDBMS product.

You may wish to also take a look at APSW which is yet Another Python SQLite Wrapper that is intended to expose those things unique to SQLite, and to work as closely as possible to how SQLite works, rather than provide a minimum common denominator db-api interface.