I took the old one in to Napa, Auto Zone, Oreilly's, Pep Boys and Advanced Aoto parts. They all showed a different brake light switch for the 2004 Explorer. They check 2003 and 2005 and it was the same one. How does this happen and where can I get the correct one?

Get the one that matches up, mounting and plug type. Could have changed types midyear?
If a used vehicle, previous owner may have installed wrong one, that's why it doesn't work?

Try going directly to the dealership with the part that you're trying to replace and see if they can match it up.