Not sure why you are asking, but, a Lohr man from Germany was living in Carmarthen on the 1871 Census. Him and his son move to Pembroke and are there on the 1891 Census. The father moved back to Carmarthen, but the son stayed in Pembroke and married.
There are quite a few Italian families that settled in Pembroke as well, the earliest one I found are on the 1851 census in Uzmaston, then on later censuses in Pembroke. (Sorry just adding this, Uzmaston is in Pembrokeshire, but the Italian family then settle in Pembroke itself in the next census of 1861 where they are joined by many other Italian families.)
One way to search for Germans or others on these censuses is to just search for the country "Where Born" and leave out all the other bits. Not forgetting that the 1841 census is different.