Fire!!: A Quarterly Devoted to the Younger Negro Artists (1926)a publication started by Wallace Thurman, Zora Neale Hurston, Aaron Douglas, John P. Davis, Richard Bruce Nugent, Gwendolyn Bennett, Lewis Grandison Alexander, Countee Cullen, and Langston Hughes
Most zine histories begin in the 1930s:
Science fiction fandom
The Comet (1930)by the Science Correspondence Club's Chicago chapter