How can you not root for a magazine whose motto was “Making no compromise with the public taste”? In 1914, bored with her job at the Chicago Evening Post, Margaret Anderson founded The Little Review, a publication which she intended to be as outré as possible, featuring then-unknown writers and artists alongside editorials defending feminism, birth control, homosexuality, and Emma Goldman. Two years later, Anderson met Jane Heap, an influential member of the Arts and Crafts Movement, whom she promptly fell in love, moved in, and lived openly with. Heap was given the job of co-editor, to which she brought her enthusiasm for modern art, although she herself preferred to stay out of the spotlight, signing her pieces under pseudonyms or as ‘jh’.
By 1918, when The Little Review began serializing Ulysses, it was known as the foremost literary magazine in America, and credited with having almost singlehandedly introduced modernism to the States. Then, in 1921, the U.S. Postal Service began seizing and burning editions, claiming that Ulysses contained obscene material, which, in turn, led to an obscenity trial, a fine, and more stringent levels of censorship. Anderson and Heap broke up three years later, and control of the magazine passing over to Heap, who turned its focus more towards the Surrealist, Cubist, and Dadaist movements, until, eventually, ceasing publication in 1929.
Thanks to some poor intern at either Brown or the University of Tulsa, you can flip through copies of The Little Review here, which I guarantee would be a perfect use of your time (highlights include: casual submissions from the now-legendary authors; outraged letters from the public.)