My great-grandmother Sara Mariem Zejburska was born in Lomza circa 1894. Her father Abram Ick was also born there in 1861. Sara, her parents, and her 6 siblings emigrated to the US between 1904 and 1909. I believe some other family members also came to the US. My research on this branch of my family tree just recently took off so I don't know yet if any family remained in Europe during WWII.
According to The Encyclopedia of Jewish Life, Lomza (also Lomzha), located in the Bialystok gubernia, had an organized Jewish community with a synagogue and cemetery by 1494, with Jews dominating the lumber trade. Jews were forced from the town in 1598 and many settled nearby in Piatnica and Rybaki. In the first half of the 18th century, Jews were allowed to live in Lomza again. By 1857, the total population of Lomza was 5,881, including 2,608 Jews. The Jewish population continued to grow in spite of residence restrictions. By 1897, the total population was 19,223 including 8,752 Jews. The population remained fairly stable until WWII.
Late in the 19th century, as a result of Polish restrictions on Jewish business, the Jews of Lomza remained flexible by setting up factories (sugar, soap, chicory, bricks, and shingles), seven windmills, and carpentry and metalworking shops, one of the latter developing into a vocational school and another becoming a big machine casting plant. Jews participated in the revolutionary events of 1905, organizing strikes and joining demonstrations. In WWI hundreds were drafted into the Russian army and thousands left the city. Those remaining suffered from severe food shortages under the German occupation.
A new synagogue was completed in 1881. Among the community's institutions were an orphanage founded in 1893, an old age home for 300 residents was set up in 1894, and a new Jewish hospital was established in 1897. The community also maintained theater and sports groups and nine newspapers and journals appeared between the World Wars. In the late 1930s, Jewish butchers and bakers were shut down and Jewish merchants were physically attacked on market days. In 1937, Polish children attacked students in the Jewish school with knives and in 1934, 1000 windows were smashed in Jewish homes.
The Germans entered the city on June 22, 1941 after a two-year Soviet occupation. Throughout July, Jews were loaded onto trucks and transported to the Galczyn forest, where 2000 were machine gunned down. A Judenrat was set up in the same month and on August 12 over 10,000 Jews including refugees were packed into a ghetto. Over 200 Jews "suspected" of Communism were executed on August 16. Two thousand more without work permits were murdered in the forest on September 17. In the ghetto, efforts were made to sustain the community. A soup kitchen, hospital, old age home, and orphanage were set up as well as a small school. Even so, thousands died from starvation and disease. On November 1, 1942, the 8000 or so Jews who remained were sent to the Zambrow barracks and other transit points and from there most were deported to Auschwitz during January 14-18, 1943.
Many birth, marriage, and death records have survived and most of these records have already been indexed and are in the JRI-Poland databases at http://www.jri-poland.org/. You can see them by clicking on "Your Town" on the home page and scrolling down to Lomza.
The Lomza ShtetLinks page on JewishGen is at http://www.shtetlinks.jewishgen.org/Lomza/.