On July 24, 2004, about 1030 eastern daylight time, a Piper PA-28-151, N4590F, registered to Keys Recovery & Liquidation, Inc., traveled off the end of the runway and collided with trees at the Sugar Loaf Shores Airport, Sugar Loaf Key, Florida. Visual meteorological conditions prevailed at the time and no flight plan was filed for the 14 CFR Part 91 personal flight from the Naples Municipal Airport, Naples, Florida, to the Sugar Loaf Shores Airport, Sugar Loaf Key, Florida. The airplane was substantially damaged and there were no injuries to the private-rated pilot and three passengers. The flight originated about 0900, from the Naples Municipal Airport. The pilot stated that after starting the engine at the departure airport he checked the brakes with no discrepancies noted. Additionally, no discrepancies were noted with the brakes during the engine run-up before departure. The flight departed and nearly the entire flight was uneventful with the exception of a momentary discrepancy with the alternator. The flight arrived at the destination airport on the base leg where he lowered 1 notch of flaps. The flight then turned final for runway 10, where he fully extended the flaps and maintained approximately 65. He reported landing within the first 1/3 on the 2,700-foot-long runway and applied the normal brakes but later reported he, "...got nothing." He repositioned his feet thinking he might be pushing on the rudder bar instead of the brake pedals but again there was no effect. During the landing roll he contemplated performing a go-around but decided not to due to the length of the runway. The airplane continued off the end of the runway and collided with brush. After coming to rest, he and the passengers evacuated the airplane. After getting out of the airplane, he looked back and saw skid marks in the sand area beyond the departure end of the runway. He also stated that he was familiar with the accident airport as he had flown in there previously approximately seven to eight times. Following recovery of the airplane, examination of the brake system by the insurance adjuster revealed no evidence or malfunction.