Scans of old (19th and early 20th century) art magazines, journals, and catalogues can be found on archive.org along with text extracted from them. These are a very useful resource for study of the history of art.
Google Books is better for searching for them, but archive.org is better for downloading them.
Be wary of later editions as these may only be out of copyright in the US.
If anyone can suggest other items in the archive, names to search for, more avant-garde publications, or other kinds of periodicals that might have information relevant to art (particularly show listings, sale information) let me know in the comments!