Mr Brown was a specialised lockpick, known to those in the business. The best lockpick in the Ankh-Morpork underworld, he was a thoughtful man whose motto was "Take a little and walk away", as people who are greedy tend to come to no good, and those who run tend to get chased. He was a key member of the gang helping Mr Teatime in his plans to get into the Tooth Fairy's abode during Hogfather. He took his case with him, showed no fear of Banjo Lilywhite at first, as he'd known him as a littl'un and even dandled him on his knee when engaged on cases with Ma Lilywhite.
However, no matter how good a lockpick he was, he couldn't broach the tooth fairy's locks as they were magical and various parts of them ceased to exist in the same set of dimensions as he worked on them. Apprentice Wizard Sideney helped a bit there, but ultimately Mr Brown had outlived his usefulness as far as Teatime was concerned. As a result, Mr Brown ended up at the bottom of an enormously long spiral staircase with various limbs and, crucially, his neck at the wrong angles, having failed to take anything or to walk away. From the base of the stairs he disappeared, because death has no place in the tooth fairy's castle, a place created by children.