Are you talking about content and a format with pictorial story lines as in graphic novel series and or articles and photo spreads of topical interest?
zines as I have encountered originates from a shortened term for Fanzine. which was a concept that came into being as fans of sci-fi started using home printing methods to produce short (less that 40 pages) black and white booklets and pamphlets in the low hundreds of numbers. Underground comics began using the format, and with the photocopier coming on the scene all sorts of fandoms began to do things with it. Including the Punk scene.
Chap books are in my mind similar if not the same thing; and predate the sci-fi publishing fanzines. My friend recently sold some. they are usually made as either a few sheets of paper folded in half with a colored card stock cover, run through a photocopier, and staple bound. some are made pocket sized. and some are made from a single sheet and folded and cut in such a way to get 8,12,16,24 pages. She collected several of her poems in the one she made, and sold them for a quarter each.
It's a sort of middle spot between fliers, information brochure, magazine, news letter, and artist portfolio.
They can be short stories, articles, poems, comics, even photography collections, a short collection of recipes, instruction booklet for a project, information about a country or heritage, introduction info for a subject you are an enthusiast about. etc.
I could see all sorts of steampunk fandom done in zine format, as well as the idea of fictional steampunk settings having thriving steampunk chapbook subculture. Patterns for hats, a scholarly article on the application of an eldritch carving in some dinosaur bone as the power core of some mechanism or device.
Part of why it's in my head so much lately, is years ago I made a hand made maze each day for a year, and then did word puzzle creation each day for a year. If I could track them down in storage I could compile them into a dozen zines each. make the files downloadable, and print them and run photo copies and staple them into booklets that could be mailed out and shared with friends.
But not only that, I could do it for each of my monthly projects. recipes, photography, paintings, stories, etc.
zine makers have conventions but just as often show up at other conventions. It's not uncommon for zine makers to swap zines with each other, like artists sometimes do with art swaps.
I'm thinking I could see about getting a table at some conventions again and have puzzles and game zines, art books, and short story zines, mini comics, and recipe books etc. it could be a fun interaction and community building adventure.