1. Heat oven to 350 degree F. Line a 13x9-inch baking pan with foil, letting foil extend at ends. Grease foil.
2. Whisk cream cheese and egg in medium bowl until smooth; set aside.
3. Combine caramels with water in small microwaveproof bowl. Cover with plastic wrap, turning back one section to vent. Microwave on Medium (50 percent power) 1 minute; stir. Microwave 1 minute more. Stir mixture until caramels are melted. Set aside and cool slightly while making brownies.Make brownies::
4. Microwave butter on Medium (50 percent power) in a large microwaveproof bowl 1 to 1-1/2 minutes, until melted. Whisk in cocoa until smooth; let stand 5 minutes to cool slightly. Whisk both sugars into chocolate mixture until combined. Add eggs 1 at a time, whisking after each addition until blended. Stir in flour, vanilla, and salt.
5. Spread 1-3/4 cups brownie batter in prepared pan. Gently stir melted caramels into cream-cheese mixture just until marbleized, then slowly pour over brownie layer, spreading evenly to cover. Spread remaining brownie batter evenly over cream cheese-caramel layer (there may be a few spots where it won't cover completely).
6. Bake 40 minutes, until crumbs cling to toothpick inserted in center. Cool completely in pan on wire rack.
7. Using foil at ends, remove brownie from pan. Peel off foil. Cut into twelve 3x3-inch squares, then cut each square in half diagonally into triangles. Makes 24 brownies.