Thank you all for helping figure this out. I have found three of these, this one has the most Glass in it. I can see that the Brass thing has threads and either some sort of Glue or resin or insulation material where the Glass and Brass meet. Thanks for looking.
It's a kerosene lamp screw-type connector from the glass tank. The brass wick holder would screw into the part that you have and then the glass shroud would sit on the wick holder assembly.
Paleomaxx beat me to posting the correct ID by 4 minutes. He's got a good eye. The very fine threading on the inside of the brass collar on the glass is the key to correctly identifying it.