Although the OP's question applies to magazines specifically, there's an important point to note if mail-ordering ammunition.
Packages containing loaded cartridges MUST be labeled in some manner per USDOT regulations.
AFAIK UPS still accepts packages marked with the ORM-D "CARTRIDGES - SMALL ARMS" labels. This is pretty much a dead giveaway that there is ammunition in the package.
However, a shipper may also use the 4in x 4in "Limited Quantity" black-and-white diamond symbol when shipping via UPS, and AFAIK FedEx now requires the symbol. The symbol gives no verifiable clue as to the actual contents of the package, as the same symbol is used for a variety of commonplace household chemicals. However, the size requirement for the symbol makes it difficult to fit on small boxes, so make sure you order in bulk to be safe.
DHL and the U.S. Post Office do not handle ammo, so don't worry about them.
On another note, I've determined through experience that ordering anything from Midway USA results in the shipping address being added to their sales flyer mailing list, and it seemingly takes forever for the address to be dropped. Although the name "Midway USA" doesn't scream
GUNS! in and of itself, their sales flyers make it obvious what they sell. Consider yourself warned.
