Magazines have always been used as vehicles different political causes, opinions and cutting edge literature. That's one reason why they are so fascinating to collect. Many that were outside the mainstream were banned. Here's a great example of one of them:
Yes. James Joyce's literary masterpiece "Ulysses", initially published serially in magazines before it was published as a book, was indeed banned as pornographic by The Society for the Suppression of Vice in 1919.
Joyce was prevailed upon by his friend Ezra Pound to first publish it, in parts, in the literary journal of another friend, Margaret Anderson, The Little Review, (pictured above). After 14 of the 18 parts were published, the censors caught up with it and Margaret Anderson, the magazines publisher, was brought to trial. Individual issues of The Little Review from this era are very fragile due to the poor paper quality, a reflection of the financial tribulations of the publisher.
It was not until 1922 that it was published again in book form, in Paris by Sylvia Beach, and not until 1933 that the first American book edition appeared, although a controverial 1925 pirated printing appeared in Samuel Roth's Two Worlds. See link here of the University of Buffalo Joyce collection (which rather amazingly does not mention the earliest printing) for additional bibliographic information http://ublib.buffalo.edu/pl/exhibits/joyce-archival/case3.html
A complete set of the "Ulysses" issues, the true first appearance, sells for only a fraction of the later and more common first book edition. I still don't quite understand why.