The short answer is yes, it is possible to insulate between the sheet rock or plaster provided there is a cavity between your interior walls and the brick. Insulation contractors can spray foam-style insulation into the cavities and usually get the best results when they spray through your interior walls into the open space.

Now the not-so-good news. Typically the cavity between your interior walls and the brick is only 3/4 of an inch, and filling that cavity with foam will not result in a large increase of insulation value (R value) in your walls when all is said and done. So, the first step is to determine how much of a cavity you have in your home and if you have 3/4 of an inch or less, you may want to consider focusing your insulation and energy saving efforts on air sealing and improving floor and ceiling insulation. A thorough energy audit can help you determine exactly where to focus your insulation and air sealing improvements in order to get the most "bang for your buck". Good Luck!