For Call of Cthulhu there is also the Arkham Gazette (my creation), which has a narrow focus on "Lovecraft Country" and New England in the early 20th century (with an added emphasis on real-life history and folklore). I'm cranking away trying to get issues 4 and 5 out and about. More info here.
Last year Bayt al Azif w.as launched, which is supposed to be a more general purpose CoC publication. Back in June they announced issue 2 is coming "soon".
Germany has "Mephisto", which started out as a magazine featuring Dark Fantasy/Horror and Shadowrun rpgs but is more widespread. What you will not find there is stuff for classical Fantasy rpgs like The Dark Eye or D&D. Oh and it's in German, of course.
I've seen a lot of OSR-oriented zines. It would be awesome to see some more from more recent games. I think there's a retro niche not being met though I have no evidence other than Kickstarter's zine thing: https://www.kickstarter.com/zine-quest