This is a class 2100 diesel railbus of CFL, also known as Alstom Coradia A TER or in France class X73500, in Germany Baureihe 641.
Their nickname is Baleine, a whale (blue whale). That is because the cooling grille under the "head" of the train resembles a whale's
baleens or water openings. A more wicked but common nickname is dildo - well, you can see why. CFL got a small series of these in
2002 and gave them to French SNCF already in 2005 as most Luxembourg rail lines had by then already been electrified. SNCF continues
to use the same railbuses in their Lorraine TER services.
Picture from Luxembourg main station 12.5.2002 by Ilkka Siissalo.