I couldn't have survived my first explorations into Luxembourger researcher if it hadn't been for the local German-Catholic church. My family's small community was initially home to two small Roman Catholic churches. One was only for German-speaking and the favorite parish for the German and Luxembourger immigrants. It was there that they baptized their children and were confirmed, buried and buried. In my ancestor's case, it was likely also where he met his wife.
Due to a quirk in local privacy laws that mean my ancestors' records are still sealed (the most recent death was in 1936), the church records have helped fill in some major gaps. Listings of godparents have offered me proof of when families had moved into and out of the area. Death records have sometimes listed cause of death. In a few cases, they've also listed birth location. The information is priceless.
Although that church merged with the main Catholic church in town almost a century ago, the records are still a rich resource. I don't know where my research would be without the local German Catholic church!