NEED train expert please!!

Go to seat61.com for all train related advice. It is organized by country. There are two Italian rail sites to use, one has a booking fee which is refunded if you e-mail to a specific address for seat61 users.

If all else fails, The Man in Seat 61 himself might even answer your question. But try his site first.

Others have said that Rail Europe's website doesn't show all trains.

1) Milano Centrale -> Luzern is clearly searchable and bookable on www.trenitalia.com I just looked for May 28 and it was 22Euro
2) You do not need reservations from Lucerne (Luzern) to Lauterbrunnen. No, it will not book up.
3) Luzern -> Paris is easily bookable on www.sbb.ch (Swiss Train Site) Any Swiss Rail Pass you may have will only cover the portion of the trip that is within Switzerland.

When you book via SBB you will get to the screen where you choose your age and also any reductions for Switzerland and/or France. For Switzerland you will choose the option for Half Fare TravelCard. The price will then be reduced accordingly. Then you choose all your options on the subsequent screens (including reservations). Pay for it, and choose to pick it up at ANY ticket counter in Switzerland. It's easy.

I'm probably doing this trip in the opposite direction (Luzern to Bellagio). Your other option is to take a bus from Mennagio to Lugano (1 hour) and then train from Lugano to Luzern (2.5 hours). Compare this travel time to what you're trying to do. This might be faster, but not sure.

Check the dahn.de website which lists train schedules for all European countries. There will be a tab at the top to select for English language website.

To add to what Tim and Gabriel have said, most trains going from Luzern to Paris involve a change at the border, in Basel to a French train (your Swiss pass will cover you to Basel). This Basel-Paris train can be booked ahead for a cheaper price through the French Rail website - www.tgv.com. Most of these cheaper, advance purchase tickets are non-refundable, non-exchangeable, so be ready to commit at time of purchase.

One thing to be aware of when buying tickets on the French rail site from the U.S. is that you will be asked to choose "Ticket Collection Country". Pick France or Sweden or any other country but the U.S (or you will be redirected to Rail Europe). Most of these are e-tickets which you can print out at home.

Thanks for everyones reply this is really helpful. I did look on trenitalia and you are right it is bookable but it is only showing one train that is very late in the day. Is that because it is the only direct train every day? If I went earlier and connected could I still buy it on trenitalia. I am so happy with all the quick replies.

judgekw,
"only showing one train that is very late in the day. Is that because it is the only direct train every day?" - yes. Trenitalia only shows trains within, to or from Italy. Most of the trains from Milan go to Zürich, you change for Luzern. Look on www.sbb.ch or www.bahn.de and you will see lots more options, usually changing at Arth-Goldau.

www.sbb.ch will probably let you book from Milan to Luzern with a change. Or, book it as 2 steps, first train on Trenitalia, connection on SBB.

Or, do Gabriels suggestion, ferry across lake Bellagio to Mennagio, bus Mennagio to Lugano, then train to Luzern. This may be quicker. I recently saw a post with a link to the Mennagio to Lugano bus timetable.

Here is the Menaggio-Lugano bus schedule: http://www.menaggio.com/ita/e-lakes/Orari_bus.pdf