While there are a few cases of annexation or independence that may qualify, such as Goa in 1961 or the 1971 conflict that resulted in the independence of Bangladesh, in those cases the respective national governments, Portugal and Pakistan, continued to exist, only losing pieces of their territory.
Another candidate in modern India (since its independence from Britain) is the Kingdom of Sikkim. This kingdom had been made a British protectorate, and was reclassified as an Indian protectorate after the latter's independence, meaning that it was nominally (and in large part practically) a self-governing country, but represented by India in international affairs. In 1975, in the wake of the election of a legislature favorable to India and resistance by the governing monarchy to closer relations with India, PM Indira Gandhi sent troops into the country to take control of the palace. There was then a referendum on the monarchy held while the country was under Indian control, resulting in its elimination (a change of regime) after which the new republic was annexed by India.
Note: While India's participation in the Somali Civil War might seem to be a much more obvious case, since the coalition forces tried to broker the formation of a national government, it is unclear whether there existed a pre-existing regime to change. At the time that the coalition forces entered the war, the country was in a fairly anarchic state, with control disputed between more than a dozen armed groups.