They only appear a few times in the New Testament, where it is clear they had no more or less importance than any of Jesus' followers. There are probably a few stories as to what happened to them, maybe in the apocrypha.
Acts 1:14 They all joined together constantly in prayer, along with the women and Mary the mother of Jesus, and with his brothers.
They were probably very close, and they seem to have supported Jesus, but did not believe in him while he was with them.
John 7
3Jesus' brothers said to him, "You ought to leave here and go to Judea, so that your disciples may see the miracles you do. 4No one who wants to become a public figure acts in secret. Since you are doing these things, show yourself to the world."
5For even his own brothers did not believe in him.
6Therefore Jesus told them, "The right time for me has not yet come; for you any time is right. 7The world cannot hate you, but it hates me because I testify that what it does is evil.