Preheat the oven as directed on the box brownie mix. Spray a 9x13 inch pan with cooking spray, then mix up the brownie batter as directed on the box. Pour the brownie batter into the prepared pan and bake brownies as directed on box.
Cool brownies completely.
Soften both ice creams if planning to make the entire cake right now. (For more distinct layers, cake can be frozen after adding the first ice cream layer. If you plan to do that, only soften the chocolate ice cream now.)
Scoop the chocolate ice cream out onto brownie, then spread it out in an even layer.
Warm the hot fudge gently until it's just pourable, and pour it over the chocolate ice cream. Crush the Oreos and sprinkle them over the fudge topping.
If desired at this point you can freeze cake for 1 hour to make adding the next layers easier.
Scoop softened peanut butter ice cream over the Oreos and spread in an even layer.
Top with whipped topping and sprinkles, if desired.
Cover and freeze for at least 8 hours (or up to 24 hours) until firm.
Slice using a sharp knife and serve. If cake has been frozen for 24 hours or more, you may need to let it rest on the counter for 15 minutes to soften a bit before slicing.