Settled by Europeans in 1718 and incorporated in 1728, Lunenburg derives its name from one of the titles of King George II of Great Britain, Duke of Brunswick-Lüneburg.

Lunenburg’s downtown retains many of its historic buildings, including the c.1724 Cushing House, c.1730 Stillman Stone House and three significant institutional buildings built before 1850: the town hall (a former Unitarian church), the Congregational church, and the Methodist church.

For more than one hundred years, Lunenburg was home to Whalom Park, established in 1893 by the Fitchburg & Leominster Street Railway as a traditional, English-style park of gardens and walking paths. When it ceased operations in 2000, Whalom was the 13th oldest amusement park in the United States, as well as the second-oldest trolley park in the world.