The occasional CD- or DVD-based multimedia magazine has come out since 2000, though more often as a promotional gimmick than a self-sustaining publication.
The longest-lasting disk magazine is, surprisingly enough, for the long-obsolete Commodore 64 computer; Loadstar, originally published by Softdisk starting in 1984, and later an independent company, has continued publishing well into the 2000s for a "cult following" of Commodore buffs.