Belted casings

The belt originally served to headspace cartridges that were rimless and had insufficient shoulder on which to provide a positive reference point, such as the 375 H&H.

Became associated with the word "Magnum", and manufacturers were reluctant to remove it on derivations of the 375 H&H (a marketing gimmick), even when it was unneeded, and even when in fact a bit of a nuisance for feeding reasons. Has nothing to do with strengthening the casehead - the rimless 308 Win operates at higher pressure than the belted 375 H&H. Weatherby actually added a belt to the rimless 416 Rigby case for use in the upper end of their cartridge line - again marketing.

Still serves a purpose on cartridges such as the 458 Win Mag, but is rarely seen on new offerings of smaller calibre.
 
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Case and point - the .35 Whelen has a TINY shoulder, but no belt and headspaces fine in modern guns.

At the time the H&H rounds were developped and pioneered the use of the belted case, machining tolerances weren't what they are today and the very sloped shoulder of the H&H family of magnum rounds was too difficult to headspace reliably and repeatedly in mass-produced barrels. As a result, the belted case was thought up. Much like a rimmed case, the belted round headspaces on the belt as though it were a case rim. Even the .300 H&H is belted for the same reason - the neck has a long slope and in the 1890's a belt was a more reliable way to headspace such a round. An added benefit was that headspacing on a belt alowed these long-sloped cases that tended to feed more reliably in dangerous game rifles.

Anything developped after WW1, when huge leaps were made in mass-production machining, that still got a belt was for marketing reasons.

That being said, having one of the older belted magnum chamberings goes a long way toward the "cool factor" ;) The H&H rounds, in particular, are still VERY popular with custom builders toady, even if they are less so on factory produced guns.
 
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