Penny Magazine ended in 1845.
Penny Magazine was created in 1832.
If - magazine - ended in 1974.
The Penny ended in 2006.
No. (You might be thinking of the "penny black".) A "penny dreadful" was a cheap magazine, generally one featuring lurid tales of crime.
Longman's Magazine ended in 1905.
GameWeek Magazine ended in 2002.
Analectic Magazine ended in 1820.
European Magazine ended in 1826.
Blackwood's Magazine ended in 1980.
The Royal Magazine ended in 1939.
Truth Magazine ended in 1905.
Entomological Magazine ended in 1838.