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.[1][2]
They're the counterpart to the White Brotherhood.
Known agents include Mephisto and John Dillinger.[2] Mephisto suspects that Joseph Stalin, but not Hitler, may also have been an agent.