I actually have done the church records for 24 German Russian villages from 1833-1885. Many are in the Saporoshje (Taurien) and Nikolajew Areas of Russia and 1 out of my main area of research is Strelna by St. Petersburg. The records I work with are Lutheran. Two of the villages I have worked on have well over 100 pages of church records which are grouped into families.
Not sure if I have Klingenberg's in any of the villages I worked on but I can tell you I have seen the surname within my research area. If your Klingenberg's were Lutheran and if you have information of a couple or birthdate getting back to the filmed years of 1833-1885 I'll research that time frame and see what I can find.
If you have info but not as far back as 1885 I may still find something.
Are you related to Arnold's also??? Same thing I might be able to help.