Kirk Lee Jacobs
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I don't know of any photos of this unit. Not likely that any exist.
Books about the capture of New Orleans will have (or should have) some information.
Don't know of any unit histories. There is a fictional work by the name of "The European Brigade"- http://www.amazon.com/European-Brigade-Peter-Juge/dp/1425988318/ref=sr_1_6?ie=UTF8&s=books&qid=1263321594&sr=8-6
Not sure if it would be of any help.
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When the Confederates evacuated New Orleans (25 April 1862) the European Brigade did police duty in the city until the arrival of Ben Butler's Federal troops, 1 May 1862.