A Zine is a small publication, usually produced by an individual or small group of people. They are usually produced in small batches, often with a handmade original that is reproduced on a photocopier. They are most often stapled but other methods of binding are also used. Zines tend to be focused on a particular interest or theme. Due to the personal and DIY nature of zines and zine-making, they are often produced on an irregular schedule.
Pratt Libraries has several books about Zines that may be interesting if you want to learn more.
Klanten, Robert, Adeline Mollard, Matthias Hübner, and Sonja Commentz. Behind the Zines: Self-publishing Culture. Berlin: Gestalten, 2011. Print.
Todd, Mark, and Esther Watson. Whatcha Mean, What's a Zine?: The Art of Making Zines and Minicomics. Boston, Mass: Graphia, 2006. Print. http://cat.pratt.edu/record=b1127449~S0
(there are others - search PrattCat to find more)
Barnard College has one of the best-known Zine Collections and is a fantastic resource for all things Zine. They have created this wonderful collection of links to a variety of Zine collections in the US as well as some other countries: