Magazine is from the Arabic makhazin, a storehouse, and this was the earliest meaning of the word in English in the 1500s. The French magasin (shop) is from the same root. A military store of gunpowder was also known as a magazine(hence the magazine on a gun). Magazineas in New Internationalist dates from the 1600s and was originally used in the sense of a storehouse of information.
Brochure is from the French brocher, to stitch. Bulletin is from the Latin bulla (sealed document). In the 1300s, a journal (from the same root as the modern French jour, day) was a book containing daily church services. Later journals showed daily stages of a journey, or daily financial accounts. The modern journal (not necessarily daily) dates from the 1700s.
A gazzetta was an old Italian coin, and the word may have been transferred to the newspaper sold for one gazzetta. Or gazette may be from gazza, the Italian for a magpie (as the newspaper contents were like the chattering of a magpie, a precursor of the chattering classes!). In the 1600s, a gazetteer was a journalist who wrote for a gazette. The modern meaning dates from 1693 when L Echard published a geographical dictionary that he called a gazetteer.