Luxembourg has a small literary output disproportionate to its size. A few books that help a visitor understand the place:
Anise Koltz, At the Edge of Night — the grand old lady of Luxembourg poetry, writing in French after the Nazi occupation killed her German-language husband. The slim selected poems, translated into English by John Taylor, get to the heart of the layered, multilingual sensibility of Luxembourgish writers.
Guy Helminger, Etwas fehlt immer — short stories by a contemporary Luxembourgish writer (in German). His evocations of the city's gritty edges and EU expat absurdities are sharp and funny.
Jean Portante, Mrs. Haroy or the Memory of the Whale — a novel built around the Italian immigrant experience in Luxembourg, weaving Portante's family arrival from Abruzzo with the steel industry that brought them.
Norbert Jacques, Dr. Mabuse, der Spieler — the pulpy 1921 novel by a Luxembourgish author that inspired Fritz Lang's German Expressionist films. A reminder that the country has produced more than its image suggests.
For history, James Newcomer's The Grand Duchy of Luxembourg remains the best one-volume English-language account.