One of my favorite ways to learn about my Luxembourger ancestors is to study the settlements that attracted them. St. Donatus, Iowa was a favorite settlement for new immigrants. The local Catholic church was dominated by Luxembourgers, and many of the buildings were built in the old style.
Take a look at this description of St. Donatus. It actually talks about more than St. Donatus - it also explains why buildings tend not to be in the Luxembourg style. It's a fun read: http://www.iowabeautiful.com/east-iowa-tourism/496-luxembourg-village-st-donatus-iowa.html.