Looking for information on a Wessel family in Oldenburg 1840s.

My great grandmother -
Philomena Wessel b 16 May 1844 possibly in Oldenburg,Indiana
parents - Bernard H Wessel, aka as August Wessel, and Maria Agnes Wessel.

Her death certificate indicates she was born in Ohio but published genealogies with this line of my family are indicating she was born in Oldenburg Indiana.

Does anyone know what Catholic churches were in existence in Oldenburg in 1840s and where their baptismal records could be found?

Thanks
Carol