A powerful and mysterious Alpha Quadrant species, 
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the Breen are one of the very few major species who have evolved on a non class M world. The Breen home world is widely stated to have an extremely low average temperature, and has been called a frozen wasteland  - though the Vorta Weyoun once claimed that it was nothing of the sort.  The Breen have evolved with a unique physiology in order to cope with their environment; although they breathe a fairly standard oxygen-nitrogen atmosphere at close to normal pressure, the Breen have no blood or other liquid circulatory system.  The Breen reproductive cycle is also unusual, in that they commonly produce offspring at a very early age. 
Given that most known major space faring species live on class M planets with an average temperature far above that of Breen, the Breen have had to develop environmental suits in order to co-exist with others.  Given their nature, it is understandable that the Breen have become one of the Alpha Quadrants leading experts at creating and maintaining extremely cold environments. They are acknowledged experts on cold storage of chemical compounds.
Given the environmental difficulties, casual visits to Breen worlds by non-Breen are virtually impossible. The Breen strongly discourage visitors, and all those who do visit Breen worlds are confined to purpose designed encampments. Combined with the fact that the Breen habitually design environmental suits which hide their faces from view, this has given them their air of mystery. This has been further enhanced by the fact that some empathic species, most notably Betazoids, are unable to detect the thoughts or emotions of the Breen. 
Nevertheless, many small bits of information have been discovered about the Breen over the years. They have developed organic technology to the point where they routinely use biological spacecraft.  Some of these are fitted with cloaking devices, and they use disruptor type weaponry rather than the phaser technology used by the Federation. 
The Breen have something of an aggressive history; Breen privateers have conducted raids against other species on several occasions, including the bajoran colony of Free Haven in 2372.  In 2366 the Breen attacked and captured the Cardassian vessel Ravinok, using its crew as slave labour in the Dilithium mines on Dozaria.  The reputation of this curious species has been summed up by the Romulan saying "Never turn your back on a Breen". 
In 2375 the Breen moved from a policy of low level hostility toward the other major powers to one of open warfare when they allied themselves to the Dominion.  As well as their conventional forces they brought to the alliance a unique weapon - a form of energy damping system which could completely drain all the main power systems of a Starship. The weapon proved decisive in the second battle of Chin'Toka, allowing the Dominion to retake the system after inflicting huge losses on the Allies.  Fortunately the Allies were subsequently able to capture an example of the Breen weapon along with the technicians who installed it, allowing them to develop countermeasures. 
The Breen continued to fight with the Dominion until the end. In some respects this actually worked to the benefit of the Allies - the Dominion's increasing reliance on the Breen made the Cardassians feel more and more isolated and abandoned and was a contributory factor in their eventual split from the Dominion.  When the Dominion surrendered the Breen were left with little choice but to do likewise rather than face the prospect of open warfare with the Federation, Klingon, Romulan and Cardassian forces simultaneously.