The Bureau of Alcohol, Tobacco, Firearms and Explosives was originally just the Bureau of Alcohol, Tobacco and Firearms. It was part of the Treasury Department until it was absorbed by Homeland Security in the aftermath of the 9-11 attacks.
The purpose of the organization was ostensibly to enforce collection of the taxes on alcohol, tobacco and firearms. They still go on raids on moonshine and cigarette smuggling operations, although what these have to do with Homeland Security I'm not real clear on. Maybe Al-Qaeda is financing its ops with 'shine these days??
They really ought to be concentrating on hillbillies cooking up joy-juice in the peckerwoods and stop vaunting themselves as the first line of defense against (fill in the blank), becaause they're not.