This isn't a request and it will help me make my script. I looked on the wiki and cant find it.
The CanCollide property makes bricks, well, able to Collide with other objects or not. Set it to false in the Properties and it should do what you want.
To make a brick walk through,
If you want it in a script, it would be something like
game.Workspace.BRICKNAMEHERE.CanCollide = false