Several superlattices containing alternate layers of the rare earth elements dysprosium and lutetium were grown by molecular beam epitaxy. Neutron diffraction shows that these samples develop a helical phase in the (approximately 40 angstrom) Dy layers at T(N) = 178 K which propagates coherently across the nonmagnetic Lu (20-55 angstrom thick). The Dy layers order ferromagnetically at temperatures which vary from 140 to 160 K (the ferromagnetic phase in the bulk material appears at 85 K). Below T(C) the ferromagnetic Dy layers may be either aligned or anti-aligned. The transition is accompanied by a distortion of the superlattice basal plane comparable to that which occurs in bulk Dy. We also observe an approximately 80 K increase in T(C) in thin Lu/Dy (< 150 angstrom)/Lu films. We discuss how the observed high T(C) may be related to the elastic coupling of the Dy to Lu.