The flashing in your pictures is not the correct installation for brick nor for shingle roofs for two separate reasons. To be watertight, the top of the flashing should be coursed into the brick joints, and not applied to the face. At the shingles the flashing must course with each row of shingles, not run continuous under all the rows.
At the sloped run of roof the flashing must stair step in an overlapping fashion with the rows of shingles (see attached sketch). Stair stepped flashing is installed in pieces having lengths no greater than the vertical dimension of a single shingle so that the flashing can interlace with the shingles just like another shingle. This uses gravity to waterproof the junction. On the other hand, a one-piece run of flashing along the slope of more than one shingle row creates a horizontal path for water to migrate beneath the shingles and can only be resisted by use of caulk between the flashing and the shingles. A professional flashing job is waterproof without the use of caulk.
Last edited by Arkitexas; 10-11-2013 at 12:15 PM.
Reason: Rewrote for clarity