Objectives: This work aims to explore the impact of multicenter data heterogeneity on deep learning brain metastases (BM) autosegmentation performance, and assess the efficacy of an incremental transfer learning technique, namely learning without forgetting (LWF), to improve model generalizability without sharing raw data. Materials and methods: A total of six BM datasets from University Hospital Erlangen (UKER), University Hospital Zurich (USZ), Stanford, UCSF, NYU and BraTS Challenge 2023 on BM segmentation were used for this evaluation. First, the multicenter performance of a convolutional neural network (DeepMedic) for BM autosegmentation was established for exclusive single-center training and for training on pooled data, respectively. Subsequently bilateral collaboration was evaluated, where a UKER pretrained model is shared to another center for further training using transfer learning (TL) either with or without LWF. Results: For single-center training, average F1 scores of BM detection range from 0.625 (NYU) to 0.876 (UKER) on respective single-center test data. Mixed multicenter training notably improves F1 scores at Stanford and NYU, with negligible improvement at other centers. When the UKER pretrained model is applied to USZ, LWF achieves a higher average F1 score (0.839) than naive TL (0.570) and single-center training (0.688) on combined UKER and USZ test data. Naive TL improves sensitivity and contouring accuracy, but compromises precision. Conversely, LWF demonstrates commendable sensitivity, precision and contouring accuracy. When applied to Stanford, similar performance was observed. Conclusion: Data heterogeneity results in varying performance in BM autosegmentation, posing challenges to model generalizability. LWF is a promising approach to peer-to-peer privacy-preserving model training.