Dungeon Magazine was, alongside Dragon Magazine, one of the two official monthly magazines supporting Dungeons & Dragons. Running from 1986 through to 2013 in differing formats, Dungeon has supported every single edition of D&D, from OD&D and both editions of Advanced Dungeons & Dragons, through Dungeons & Dragons 3rd Edition, and finally ending with the death of Dungeons & Dragons 4th edition.
Unlike its sister magazine, Dungeon took a while for TSR to come up with it - a good 10 years, in fact! First hinted at in the editor's column for Dragon #107 in March 1986, it began its life as a bi-monthly publication, being printed in either September or October of 1986, with the second issue coming out "before the release of the November issue of Dragon".
After their 62nd issue, in 1997, Dungeon was given over to Wizards of the Coast alongside Dragon as part of WotC buying Dungeons & Dragons. They would print the 63rd through to 93rd issues themselves, before licensing it to Paizo in late 2002. As with Dragon, on April 18, 2007, it was announced that the September 2007 issue of Dungeon would be its final Paizo produced issue. Like its sister, it then became an online magazine, until the cancellation of D&D 4e in December 2013 saw the end of Dungeon, having reached issue #221.
Initially, it was called "Dungeon: Adventures for TSR Role-Playing Games", but in 2000 it would be shortened - first to "Dungeon: Adventures" in January, and then to just plain "Dungeon" in August.
The first 97 volumes were bi-monthly, but issues 98-150 were monthly. It resumed its bi-monthly publishing rate for issues 151-154, but afterwards resumed a monthly publishing date until its ultimate death.
Unlike the eclectic mix of content in Dragon, Dungeon was focused on a single thing: adventuring. Dungeon usually ran four or five modules every issue. Besides regular "full length" adventures, there were also short, encounter-size modules called "SideTreks" every so often that DMs could quickly and easily throw into any campaign on a whim or when they couldn't think of anything else to do. From 2003, Paizo began including episodic, multi-part adventures, referred to as "Adventure Paths", which were designed to take a group of player characters from the beginning of their adventuring careers (1st level) through epic levels (20th and above). Paizo published three such serials were published: Shackled City, Age of Worms, and Savage Tide, all for D&D 3rd edition. WotC would publish one such adventure path for 4e; Scales of War.
The formula changed from its previous "adventures only" content in 2004, as a result of editor Erik Mona. From issue 114 on, each issue included three adventures, one each for low, medium, and high levels. A few issues each year also contained another substantial article which provided further details on the setting of one of the adventures. Following the adventures and articles, many issues included the three-page "Dungeoncraft" column, at the time written by Monte Cook, as well as a handful of shorter articles on various subjects, collectively titled the "Campaign Workbook". Context-free maps ("Maps of Mystery") and powerful NPCs ("Critical Threats") were also added as regular features.
This then led to the 4e issues of Dungeon seeking to identify itself as "The DM's Magazine", with Dragon being more of the "Player's Magazine". Articles aimed at DMs that had previously appeared in Dragon, such as the "Save My Campaign" advice column, monster stats, and monster lore articles like the Demonomicon of Iggwilv, Court of Stars, Codex of Betrayal and Lords of Chaos, switched over to appear in Dungeon instead. Towards the end, some of these would change back over, but it led to a certain amount of confusion.