The AWCL "clubhouse" (converted apartment) just a couple blocks from our place. Here, they hold gatherings such as welcome coffees and nights out. They also carry some American groceries (think Jiff and Cheerios), and stock American/English books and DVDs to check out. There's someone woman-ing the front desk several hours a day if you have a question or need a chat (in English). There are also sub-groups you can join based on your interests, such as cooking, hiking, scrapbooking, and French conversation to name just a few, which often use the clubhouse as a meeting space.
|at one of the monthly Welcome Coffees|
|shelf of groceries in the kitchen|
Oh, and there's a British Ladies Club of Luxembourg as well! Haven't checked that one out yet.