(By the way, for those of you who might be concerned, this has absolutely nothing to do with the KKK, and as far as I can tell, it isn't even associated with the Scottish tradition that they were borrowing when they started to burn crosses.)
Every year in Luxembourg, on the evening of the first sunday after Ash Monday, is the Buergbrennen. It's a ritual that has been happening here for a very long time. While it had begun to die out between the beginning of the last century and the 1930's, it was revived by the townships, who took over the costs associated with it, which had previously been borne by individuals.
Most of the towns around Luxembourg build a giant bonfire out of all the old christmas trees from the holidays, which, by late February, are throughly dried out, so burn quire spectacularly. Traditionally the bonfire is in the shape of a cross, which is lit by the most recently wed couple in town, or one that is soon to be married. Here in Luxembourg City, it is lit by a whole bunch of kids from the local scouts and guides.
In Luxembourg, Burning Crosses don't have sinister connotations, the Buergbrennen is a joyful time for welcoming in the new spring, by burning winter in effigy. It symbolizes rebirth and change.
Aside from the fact that the Burgbrennen is, I think, my favorite Luxembourgish holiday (you really can't go wrong with a three or four-story bonfire, waffles, and the last glühwein of the season), the symbolism of this season is particularly poignant for me, since this weekend, I am newly Luxembourgish! I received my certificate of naturalization in the mail on Friday evening, so, it's a good time to be thinking about rebirth, cleansing, and where to go from here. The title of this post is sort of the Luxembourgish national motto, normally "Mir wëlle bleiwe wat mir sinn" which means "We want to remain what we are" above is is "I want to remain what I am," which now, happily, includes Luxembourgish.
For those of you who want to see what written Luxembourgish looks like, here's lb.wikipedia on the Beurgbrennen.
Also, Nidderaanwen builds a giant castle to set on fire, and has fireworks. Obviously I must go there to watch fire next year.