The Red Brotherhood is a secret occult order dedicated to improving humanity by kicking them in the ass. Hard. As many times as it takes. They are located in a monastery which seems to be located in a large number of places. Or something. At least if you can believe Mephisto the Mentalist's description, which is probably not all that reliable.
They're the counterpart to the White Brotherhood.
Known agents include Mephisto and John Dillinger. Mephisto suspects that Joseph Stalin, but not Hitler, may also have been an agent.