There are 6 of them. The most important (to me at least) is the second. That's the one with THE TRUMPET. (Note: My friend Joe will be playing the Second Brandenburg with the Edgewood Symphony on May 7.)
Anyway, in the first movement of the Fifth Brandenburg you can experience the masterstrokes of The Baroque: the harpischord cadenza. Have a listen:
That's Jeannette Sorrell of Apollo's fire. Amazing.