If a guest indicates they have ancestors from Luxembourg, it could mean one of three places:
1. Grand Duchy of Luxembourg. This one has a major city by that name. Archives are in Luxembourg or Dietrich
2. The Luxembourg province of Belgium. [for this area use Belgium gazetteer (2-volume set in Family History Library: one set is in French; the other is in Flemish).
3. There is also a Luxembourg in Germany.
The Germanic dialect Luxemburgeois or Letzebuergesch is spoken in the Grand Duchy, part of Luxembourg Province, and some areas of The Netherlands, France, and Germany. Genealogical research may require searching in any of these areas.