Advertising in a newspaper gives you broad saturation coverage. Or it used to anyway. Some of that potential audience is watching television or venturing into the commercial sector of the Web.
Advertising in a magazine is a given. Fanzines don't need the outside dollar to stay in production; it's a labour of love. But the mainstream magazine has its eye on the market.
Advertising, unless its inhouse, is seldom seen in newsletters but journals will often feature at least promotions for academic subsidiaries or the trade being targeted. Trade journals in particular are immersed in commerce so there's no qualms there.