There is more than one artist with this name:
1) The Lost Brothers is an Irish musical duo consisting of Mark McCausland and Oisin Leech, formerly of The Basement and The 747s.
2) The Lost Brothers are Brighton-based DJs and producers Harry Diamond, Keiron McTernon and Sergei Hall

(1) The Lost Brothers are Mark McCausland and Oisin Leech.
They released their debut album 'TRAILS OF THE LONELY (parts I & III)' on November 17th 2008.
SInce then they have performed at Glastonbury 09 and played shows with Richard Hawley, M Ward and Jolie Holland.
Their album was recorded in Portland, Oregon by MIke Coykendall and Adam Selzer who have worked with artists such as M Ward, Blitzen Trapper and Monsters of Folk.
The band are currently working on their second album.
http://www.thelostbrothersband.com

2) The Lost Brothers are Brighton based DJs and producers Harry Diamond, Keiron McTernon and Sergei Hall, who are probably best known for their remix of Gerard McMann’s classic song “Cry Little Sister”, the theme song from the film “The Lost Boys”.
The remix, “Cry Little Sister (I Need U Now)” featuring G Tom Mac (the name under which McMann is now more widely known), was released in 2003. It was a world-wide success. It went on to reach #21 in the UK charts and was also a #1 hit in Germany. Read more on Last.fm. User-contributed text is available under the Creative Commons By-SA License; additional terms may apply.