There is a Category:Deutschland
and in there is (among others)
Category:Baden-Württemberg%2C_Deutschland
So then, if I'm following the logic of this, the category for my one-place study would be
Category:Schwenningen, Baden-Württemberg, Deutschland
(even though at the time a lot of my Schwenningen families lived, it was just Württemberg)
As soon as someone confirms this, I'll get started.