I think it's a bit like bootleg records used to be: they exist, but are very rarely sold openly. There are some s&m associations that issue newsletters and small mags for their members, and those do contain some fact information like here. But if one is thinking of a kind of BDSM Quarterly Mag sold in legit paper stores - no, I've never seen anything like that. The s&m paper magazines I've come across have been about hot stories and photo shoots. The information is more to be found on the web (and tangentially in gay and dyke mags).