Most masonry, be it bricks, blocks or stone, has tiny fissures (cracks) in its composition. These cracks, however tiny, will fill with water when it is wet. As the weather gets colder this water freezes. Frozen water expands as it becomes ice and exerts a great deal of pressure within the crack. As the crack is already a weak point in the masonry, it expands a little under the pressure from the frozen water. When the water melts and runs away or evaporates, it leaves a slightly larger crack- which fills with water when it rains......And so on until the face of the brick is more crack than brick and simply falls off!
This is called freeze thaw action and is responsible for a great deal of damage to external walls. There is no alternative here but to rebuild the damaged area and in the case of individual bricks, chop them out and replace them. Painted masonry is less susceptible to this action, but walls will need to be fully repaired and prepared before undertaking any painting. See our project on replacing bricks to find out how this is done.