Perhaps the first-ever one of these things was created by Russ Chauvenet and titled The Comet.  
One of these things titled False Positive was created by Donna Kossy.  A fake one of these things called l.o.t.d. contains a salute to Lenora's Diner and was created by Sam Cicciaro in Garth Risk Hallberg's long-ass novel, City on Fire.  Perhaps the first-ever one of these things was created by Russ Chauvenet and titled The Comet.  The joke illustration, "this is a chord, this is another, this a third. Now form a band" appeared in one of these things called Sideburns.  They're not short stories, but the first issues of Factsheet Five were devoted to reviewing works in the (*) sci-fi sub-genre of this medium.  One of these things created by Mark Perry derived its title from the Ramones song "Now I Wanna Sniff Some Glue" and was one of countless examples to cover the early punk scene.  These things were often hand-made on Xerox machines.  For 10 points, name these self-published periodicals.
One of these things titled False Positive was created by Donna Kossy.  
zines [or fanzines; or homemade magazines; or DIY magazines; prompt on just magazines] 