Dan,

It is possible for water to enter crevices of the brick and freeze. That would cause the water to expand and thereby cracking or chipping the brick. This is a type of erosion that is found in nature. Again I said it is possible however it is unlikely. There is a chance this can happen however you have to factor how cold it is and will the water instantly or darn near close to instantly freeze. There are factors like how quickly will the temps get below freezing? How long will they stay below freezing? How long will it take for the brick to dry? What is the temp of the house inside and is that influencing the actual temp within the bricks? These all factor in.

In this senerio I can see water freezing in brick causing damage but I believe it is folklore muck like Kennedy's magic bullet.

Hope this helps,

AC