Founded in 1848, St. Mary's in Lake Church (Belgium), Wisconsin is among the oldest Luxembourg-American parishes in the United States. Its founders were Luxembourgers from what is now part of Belgium - hence the name. Initially St. Mary's was a missionary parish for two surrounding churches (Holy Cross and St. Mary's), but later became a separate parish. The parish church and cemetery should hold records for a multitude of local families.
Unfortunately for us long distance researchers, neither the church or cemetery records appear to be available online. However, the church is an active parish and regularly participates in Belgium's historic activities. I suspect a phone call should point you in the right direction for research help.
For more information about St. Mary's, visit my source for this blog: http://www.luxamculturalsociety.org/StMarysLakeChurch.htm. For more about Belgium, visit: http://www.village.belgium.wi.us/.