David -
Most of my brain cells succumbed in the 1960s/70s, but I seem to recall an advertising series (Seagrams?) on the inside back cover of Playboy magazine. The ads were set in a fictional Brass Monkey Bar ca. 1930 (in Singapore?) and filled with Indiana Jones types and beautiful women. One of the punch lines, if I remember right, was "Cold enough to freeze . . ."
Does anyone have an EKU (earliest known use) before 1975? I'm not well-versed in ACW naval affairs, but neither George Townley Fullam nor John McIntosh Kell of CSS "Alabama" mention brass monkeys.
Bruce