Luxembourgers first arrived in Winona County, Minnesota in the 1850s. While most initially settled in the village of Elba, they expanded into Rollingstone shortly after. The village of Rollingstone was traditionally agricultural and still maintains some of the Luxembourger village style. See pictures here: http://www.virtualtourist.com/travel/North_America/United_States_of_America/Minnesota/Rollingstone-814166/TravelGuide-Rollingstone.html
In 1869, settlers founded Holy Trinity Catholic Church. Although it was constructed of local materials, it is very much a Luxembourger church. Compare my photo of a village church in Luxembourg with photos of Holy Trinity taken by an architectural firm during a recent renovation. The architecture is very similar.
That Luxembourger identity is still very much present at Holy Trinity. The town holds regular heritage celebrations and includes the parish community. Although it has been joined with two other parishes, the church is still regularly used. Records should be accessible at the parish office. Visit the parish website for contact information. Their cemetery is the final resting place of many immigrants. A gravestone transcript is available through U.S. Genweb.
"Holy Trinity Catholic Church Pa," Holy Trinity Catholic Church (http://www.holy-trinity-rollingstone.org/: accessed 24 February 2012).
"The Luxembourgers in Rollingstone," Winona's Cultural History: Changing Demographics of the Winona Area (http://rschooltoday.com/demographics/luxembourg/Information.html : accessed 24 February 2012).