Preheat the oven to 350 degrees F (175 degrees C). Line a 9x13-inch baking pan with aluminum foil extending over the ends of the pan; coat with butter.
Combine crushed cookies and butter in a bowl. Press crumb mixture into the bottom of the prepared pan.
Bake in the preheated oven until crust is set, 6 to 8 minutes. Remove crust and leave oven on.
Combine condensed milk, peanut butter, and vanilla extract together in a bowl, stirring until smooth.
Sprinkle peanut butter cups, chocolate chips, peanuts, chocolate-covered peanut butter candy, and coconut over the baked crust. Drizzle condensed milk mixture over the coconut.
Bake in the hot oven until lightly browned, about 27 minutes. Remove to a wire rack and let cool in pan. Pull aluminum foil to lift uncut brownies out of pan. Peel foil away from sides; cut brownies into bars.