Specifically for miniature wargaming, and the two most recent ones I remember:
There was the “Classic Wargamer’s Journal”, a hardcopy/pdf fanzine that ran for 5 issues during 2010-2011, and produced by Phil Olley. If you do a google search you can still find some traces.
There was also “Wargamer’s Notes”, a pdf fanzine published during 2017.
You can see a list of articles in both at http://snv-ttm.blogspot.com/p/wargames-magazine-database.html
The reason such magazines fold usually come down to:
– difficulty in finding enough contributors
– efforts involved in producing such a magazine
As has been said, blogs have largely filled the hobby-space that was once occupied by fanzines.
Tiny Tin Men Blog: http://snv-ttm.blogspot.com/
Wargaming Mechanics Blog: http://wargaming-mechanics.blogspot.com/