The Grand Duchy of Luxembourg is ruled by, well, the Grand Duchy. This country is basically a remnant of the feudal system of Europe, some kind of living fossil. Under the feudal system, a grand duchy is responsbile to a king. So who’s the king of Luxemburg?
I do not think that is necessarily the case. The feudal system was never as systematic as that. The Grand Duke was probably a vassal of the Holy Roman Empire once upon a time, but there ain’t no Holy Roman Empire any more. I think you will find the Grand Duchy has been sovereign for some time.
According to Wikipedia, the modern grand duchy of Luxembourg was established at the end of the Napoleonic Wars as an independent state in personal union with the Netherlands, a state which continued until 1890 when differing laws of succession meant that the grand duchy passed to Queen Wilhelmina’s great-uncle. Prior to that, Luxembourg had been part of the Holy Roman Empire (with several emperors having been of the House of Luxembourg) until 1713, when it fell under Dutch rule.
Grand Dukes are sovereigns (indeed the term is sometimes translated as “sovereign duke”); they may avoid the title of King in part out of deference to a superior sovereign, often the Holy Roman Emperor. In the case of Luxemburg, the “superior sovereign” (though none is strictly necessary) might have been the King of Netherlands (who was, initially, the same person as the Grand Duke of Luxemburg).
Duke was itself a very high rank in the early Middle Ages, and usually was de facto sovereign. “Grand Duke” came into vogue later in part to compensate for title inflation.
Beware of comparison with medieval Russian “Grand Dukes” who were powerful Kings whose title might be better translated as Grand Prince.
What about the Duchy of Grand Fenwick? It seems to be sovereign, so is it a Grand Duchy too?
Yep. Another example: in the Middle Ages, there were many Countships in Spain which had initially been set up by a liege (Emperor or King) but which changed lieges via treaties/choice (not conquest) or got independent; eventually they got absorbed into neighboring kingdoms (or even in one case absorbed a neighboring kingdom) via personal unions.
The “feudal pyramid” wasn’t any more cut-and-dried, or any more uniform through different locations and times, than any other part of the legal system.
Your link left out some details:
House of Nassau-Weilburg
In 1907 Adolphe’s son managed to get a law passed that changed all of this allowing his daughter to succeed to the throne.
Right. At the time the title was established in 1815 it was in permanent union with the Kingdom of the Netherlands, so it was a subordinate title in that sense. But there was no fixed hierarchy by that time and when the two states went their separate ways in 1890, one was not subject to the other. After the dissolution of the HRE in 1806, you could have just about any title and be sovereign. So the Grand Duchy of Hesse or the Grand Duchy of Baden had no superior kings. Indeed as members of the German Confederation they both had one vote, same as states like the Kingdom of Bavaria, the Kingdom of Saxony or the Kingdom of Wurttemburg.
“Feudal hierarchy” should be taken with a big grain of salt anyway, even in periods when feudalism was active. What it actually meant to be, say, a duke varied a great deal over the centuries and even in the same period there might be very real differences between the actual power and responsibilities of different contemporary dukes.
Luxemburg started as a chunk of territory mostly in the old pagi of Wabrensis and the Ardennes on the borders between Upper and Lower Lotharingia ( but mostly lower ). It split and re-congealed in amoeboid fashion out of a collection of several more or less adjacent high medieval counties in the region ( i.e Arlon, Laroche, Durbuy, Luxemburg proper, etc. ). As such it would have been part of Germany since the mid-10th century and technically subject to the King of the Germans, which in this case was essentially synonymous with the HRE ( though some bore the royal title without achieving the imperial one ).
If it were a grand duchy, it would be the Grand Duchy of Grand Fenwick.
I realize this is a joke, but will answer it anyway. 
In the German Empire, many nobles were sovereign or semi-sovereign even when of low rank. For example, Liechtenstein is independent but ruled by a mere Fürst (“Prince”) who ranks below Herzog (Duke) let alone GroßHerzog (Grand Duke). Each specific title needed to be valued on its merits. (Eventually the very highest nobles in the Empire adopted Kurfürst (Prince-elector) as their title to show their preeminence.)
Liechtenstein retained independence when the German and Austrian Empires were dissolved at the end of World War I. It wasn’t technically part of Austria, yet wasn’t adjacent to Germany; perhaps it was just treated as too small to bother with. :dubious:
I think I feel a song coming on…!
IIRC the von Liechtensteins didn’t even live in their principality until certain events forced them to move from Vienna in 1938.
I am.
Now, grovel, you peons!
How frequently do they hold their elections for king?
I’m in crappy sorts today, so I’m channeling my mother and saying, “Mrs Luxembourg’s little boy.”
~VOW
That must have been when they lost the tag-team title, right? 
Yes, modern Liechtenstein was a purchased statelet ( actually two tiny purchased statelets, Vaduz and Schellenberg ) designed to give the Liechtenstein family formal standing as imperial princes and hence a seat in the imperial Reichstag. Before that they were simply immensely wealthy barons, with vast tracts of lands throughout Austria and Bohemia. The great bulk of their territorial assets and estates, including the family castle they’re named for, were in the east under the Habsburg monarchy. Not only did the Liechtensteins not live in Liechtenstein, they never even visited it for over a century after they bought the place. It was just an excuse for the title.
Grand Fenwick was not part of the German Empire, so a comparison with Liechtenstein is not appropriate. As far as I can remember (and it’s been a very long time since I read any of the books) Roger Fenwick, who was a knight and captain of a mercenary company in France, took over some unused land in the French Alps. I assume he was a self-declared Duke, but it’s quite possible the Wibberley didn’t say how he or his decendents came by the rank.
On the topic of Liechtenstein family trivia, Alois, the Heir Apparent to the Throne of Liechtenstein is married to Sophia of Bavaria, Heir Presumptive to the Jacobite “throne”. In the (highly unlikely!) event that The Act of Settlement of 1701 is rescinded retroactively and the rightful Heir of King Charles I the Beheaded is restored to his throne, then the 17-year old child of Alois and Sophia will eventually become the Monarch of both Liechtenstein and Great Britain.
Or not.
To be entirely pedantic, both the Grossherzogtum von Luxemburg and the Furstentum von Lichtenstein were fieffs, not of the Holy Roman Emperor, but of the German King. This was a secondary title of the E,[erprs. also de jure elective and from the time of Albrecht II de facto hereditary in the House of Habusburg until Maria Theresia, then held by her husband and their heirs as the House of Habsburg-Lorraine until the Empire was dissovled in 1806. The title of German King was held by the Emperors until the last year or two of their lives, at which point their heir was elected German King and held the title until and during his own time as Emperor. It was the ‘official’ suzerain of all the assorted Duchies, Grand Duchies, Electorates, Landgraviates and Margraviates, Principalities, and free cities of the German-speaking Volk (=nationality in this context) of the Empire. Prior to the Reformation there were three other Kingdoms in the Empire, those of Burgundy, Bohemia, and the Lombards (=North Italy); after the Reformation, only Bohemia remained, and it was also a Habsburg title. When the Empire ended in 1806, Luxembourg and Livchtenstein, along with the other German states, became sovereign in their own right.