Magazines haven't always looked like they do today; some of them were much larger, others bound in hardback. Many of the greatest 19th century writers first published serial versions of their work in these print magazines. Think Dickens, Doyle, and even Poe. Edgar Allan Poe wrote and edited for the Philadelphia magazine Graham's Lady's and Gentleman's Magazine. In April 1841, their magazine featured Poe's "Murders in the Rue Morgue," which is considered by the literary community to be the first detective story ever printed.
Interestingly, these magazines were often collected and bound into year-long or multi-year compilations. The magazine itself is estimated to be worth about $1,000, according to Sotheby's, and compilation editions are worth about $4,000-$5,000. For example, one rare antiquarian dealer currently has a 1st edition compilation on sale for $5,000.