It seems like so much extra work. You already have to search through the unindexed birth, death and marriage records to find your ancestor’s own records. Why would you want to look for records of the extended family?
Because they can be crucial to finding information about your ancestor that may not show up in the birth, death, and marriage records you can locate for him or her. Take, for example, the case of Matthias Danckoff.
Only one of Matthias’s records can be located. The church record for the marriage of Matthias and his wife Gertrude lists that Matthias had been previously married to a woman named Anna. His birth and his death records are missing – so a researcher theoretically has no way of finding his parents.
But, thanks to the records of his wife and daughter, it becomes possible. Gertrude’s 1822 death records identifies Matthias’s occupation and current place of residence. Add in his daughter’s 1843 census enumeration, which lists a Matthias Danckoff, born in 1771 in Switzerland, and you now have the ability to trace Matthias back further.
Lesson learned: when researching Luxembourg genealogy, don’t just limit yourself to the birth, death, and marriage records of your ancestor. Also consider the places his relatives might have left records, such as the census.