
Bran Mak Morn is a grim character, who's trying to keep his savage people together in order to provide them with some sort of a future. Despite the Picts having degenerated quite a bit from the ages of Atlantis, Bran himself is still a pure-blooded Pict, coming from the direct lineage of Brule the Spear-Slayer, who was the right hand of King Kull. But those days are far back in the mists of history and the Picts are far from the glory they once might have had. Now they're a gnarly, twisted and disfigured people, who try to fight against new races with more advanced weaponry than they have, as while the Picts did know the secret of iron and steel, they forgot much after the great cataclysms of the world and are now a remnant of the stone age.
Worms of the Earth is the only story that is told from the perspective of the Pictish king. The other stories he's in are not really about him, as he's either only mentioned or is only a side character. There are only six stories that are considered to be Bran Mak Morn stories and only in 3 of them, he's more than a mention. In Kings of the Night, he is taking a part in a battle where Pictish wizards summon King Kull to lead a band of Norsemen, who decline to fight under a Pict. In Men of the Shadows, a captive Roman soldier is taken to see Bran, whose wizard conjures visions of the past and the future, where the fall of the Roman empire is predicted. In the rest of the stories, Bran is merely mentioned here and there.
As I stated, Bran Mak Morn was a character with great promise, but Howard didn't end up utilising him that much. He did use him as a background character and a prominent part of his own lore, but sadly enough the grim king of the Picts never did get the same attention as Howard's other creations did.

Robert E. Howard wrote 5 stories about the bloody trails of this Viking hating axe-wielder, but as a whole, there's nothing much else to say about the stories, besides that some of the goriest moments Howard has penned happen in them. And that, I guess correlates with the pipe brained nature of the character himself.
As a note, the world where O'Brien lives is connected to the Hyborian mythos, so as such you can find little clues from them of what happened to the world during the passing centuries, but that might be the most interesting aspect they have going for them. Picts are often mentioned in the Turlogh tales and the great king of Picts, Bran Mak Morn, even has a notable role in the story "the Dark Man", where Turlogh learns that the centuries dead Pict has become a new God for the ever-diminishing race.
Even less than of Turlogh I have to say about James Allison. Of him, Howard completed only two stories and they both revolve around this, then, modern-day Texan man recalling echoes of his past lives as a fearsome warrior from the mist of times so distant, that not even historians could imagine. them. There were fragments written for 5 other Allison stories, which were later on finalised by other authors.
James Allison was clearly meant as a vessel to write about different characters, but at the same time tie them together with this one central figure. And that's pretty much it. The two finished stories by Howard are by no means anything remarkable in his vast bibliography.