Go to HGTV's web site or Lowe's? They air a commercial that does the very thing that you are asking about. They take a shiny brass light fixture and darken it. Forget what they said, but I'm sure it's on their website.
IF the brass is coated with a tarnish preventative, remove it with acetone first. (fingernail polish remover) I have had success darkening brass with ammonia...Keep applying the ammonia, until it darkens...you can also try toilet bowl cleaner or vinegar or oven cleaner or salt water...
If it's a new lockset, it's probably got a coating on it to PREVENT it from darkening. There is lacquer remover you can get at the hardware store to remove that and then it'll darken on its own as the handle is used.
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