Every RPG magazine I have ever read (or, indeed, tried to produce - twice!) has failed. I have a Gygax Magazine sub, but I don't exactly hold my breath when it comes to RPG magazines. I hope it sticks around for a while.
DRAGON, DUNGEON, Kobold Quarterly, two EN World magazines, Adventure Gaming, Gamesmaster - the list of casualties by really professional people and some big companies (not counting myself, of course) is endless.
I'm sure there are some still around. White Dwarf - that's still around. And SJG does its Pyramid magazine.
Free online fanzines come and go a lot - there's usually a dozen or so of those in publication at any given time. I don't know what's available at the moment, though.