Magnetism affects ferrous, or iron-like, metals such as iron, nickel, cobalt and steel. Brass is a combination of copper and zinc, so it technically is nonferrous and incapable of being magnetized. In practice, however, some brass items contain at least traces of iron, so you may be able to detect a weak magnetic field with brass, depending on the item.
As early as 3000 B.C., metalsmiths in the Middle East knew how to combine copper with tin to create bronze. Because zinc is sometimes found with tin ore, they occasionally made brass -- which is an alloy of copper and zinc -- by accident. By the time of the Roman Empire, smiths had learned to tell the difference between tin and zinc ores and began making brass for use in coins, jewelry and other items. Brass itself is not magnetic, but it is stronger than copper and resists corrosion, so today it is used to make pipes, screws, musical instruments and gun cartridges.
Magnetism is a force created by the motion of electrons. In a fixed magnet, such as the ones you may have on your refrigerator, the electrons are aligned in such a way that they produce a field that draws ferrous metals and other magnets to it. Magnets can also be created by using an electric current. Wrap a steel nail in copper wire and attach the ends of the wire to a large battery; the flow of electrons will magnetize the nail. You can try the same experiment with a brass nail to see if you get a magnetic field.
Rare Earth Magnets
While standard magnets are made of iron or iron-containing ceramic materials, much more powerful magnets have been created using alloys of various metals. These "rare earth" magnets usually contain neodymium, iron and boron, and even small ones can produce powerful effects such as being able to move metal objects through several inches of wood. Magnets can be made with rare earth elements other than neodymium, but neodymium magnets are the most powerful permanent magnets known. If a brass item contains enough iron, it may be attracted to a neodymium magnet.
One of the stranger magnetic types is what are called magnetorheological fluids. These are fluids -- usually some sort of oil -- that contain iron filings or other ferrous metals. When exposed to a magnetic field, a magnetorheological fluid will become solid. Depending on the strength of the magnetic field, the magnetorheological substance can be quite hard or it can be malleable, like clay, and molded into shapes. When the magnetic field is removed, however, the substance returns instantly to a liquid state.