In three places (Rodange, Kleinbettingen, Troisvierges), and in the past even a fourth place (Winseler) there exists a link to the Belgian railway system. As you can imagine, many of the rolling stock of that country will ride in Luxemburg.
Especially this is the case on the line from Arlon-Kleinbettingen to Luxemburg. That line has been electrified with the Belgian system of 3 kV direct current. On this line trains ride from Brussels to Luxemburg city.
But also on the north line (Troisvierges to Luxemburg) direct trains run from Liège to the city of Luxemburg, on which you also can find Belgian rolling stock.
On this page you can find some fotos of Belgian rolling stock.
Click on a small foto to see a large foto.