Lonelobo, are you sure it was "brass monkey weather" you were hearing, or "cold enough to freeze the balls off a brass monkey"? The latter is in use in the U.S. too, AFAIK, though maybe not as common as elsewhere, or on the decline, or something. My parents certainly said it (one from the upper Midwest, one from the Southwest). Me, I can't think about it without hearing the Beastie Boys song in my head, but that's probably generational.
Here's some non-authoritative evidence for use in the U.S.: http://www.urbandictionary.com/define.php?ter...
Snopes argues against the nautical folk etymology here: http://www.snopes.com/language/stories/brass.asp
That said, "real brass monkey weather, eh?" to me still sounds like the "(Brit.)" tag should stay.
OT @ 5 -- Do you really say "for donkey's" as an abbreviation for "for donkey's years"? That's excellent, if so.