All brass shells were common from the introduction of the modern shotshell (1870s, right through World War I, when paper shells (introduced in the late 1880s, IIRC) began to dominate.
They saw a slight renaissance for military use during World War II, especially in the Pacific, where high humidity made paper shells a very iffy proposition, and then slowly faded again, especially as extruded plastic took over. Alcan was making brass hulls into the 1970s, and they've been available hit and miss since then.
Advantages are their extreme durability through many reloading cycles, they're largely impervious to water, they can take a beating without damage and, for the cowboy action crowd, they're just all sorts of authentic.
Disadvantages compared to modern shells are they're expensive, require special loading techniques and tools, it can be tough to find components specifically for brass shells, and they're significantly heavier than plastic shells,