Although it has never made an appearance in any episodes of Brum, it is highly likely that there is a jail as most baddies on the show are seen to be arrested by the police. Some have even made another appearance even after being arrested (only to be caught by Brum again).
Notable baddies in jail Edit
The Shadow (Only appeared in Brum and the King Of Thieves and Brum and the Gorilla Caper.)
The Rascally Big Town Robber (Only appeared in Brum and the Big Town Race and Brum and the Big Chase.)
Big Bad's 1st Girlfriend (Appeared in Brum and the Snow Thieves & Brum and the Shop Window Dummy)
Presumed to be in Jail Edit
Magic Paul (Pickpocket Polly's assistant who only appeared in Brum and the Pickpocket.)
Big Bad's 2nd Girlfriend (Only appeared in Brum and the Splash and Grab)