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I also have seen them in concert, and they really are very good. The songs that I find especially intriguing are the ones that they sing in Gaelic.
A great deal of music that they perform was written by an Irish group called Clannad, which consists of several Brennan siblings. One of them, Enya, eventually spun off and started her own (very successful) solos career.
You're likely familiar with some of the songs that they've written, since they have wound up in movies. The movie "Joan of Arc" included a song by Maire (Moya) Brennan titled "Change My World":
You may also remember "Theme from Harry's Game" from Patriot Games
they also performed the music for the closing scent of "Last of the Mohicans":