Your mention of Brooklyn, WI sparked my interest. My family also is from Sandsmark near Flekkefjord. My great-great-grandmother was Severine Sandsmark. I correspond with a Sandsmark still living in Norway that is a relative.
Brooklyn, WI is located just south of Madison, WI, where I live. If your relatives died in Brooklyn, and you have some names, I could check the cemetery there for you. Brooklyn is a very tiny town, with maybe one or two churches, so it would be fairly easy to search.