The history of Saint Mary's Church in New Oregon is somewhat murky. I've found several sites which list it as closed, and one that indicates it to be open. As a recent Google Earth image shows no sign in front of the church, I'm inclined to believe the former. As a result, I haven't been able to find much out about the church.
According to one nineteenth century history, New Oregon was a German settlement in the town of North Collins (remember, German often includes Luxembourger). A real picture photograph available on Ebay shows the church to be in the typical German style. Other than that, I have no details. The cemetery is still extent, listed on Find A Grave, and apparently under the control of Epiphany of Our Lord. It is likely the records are there as well.