The Magazine of the Week is the March 15, 1941 issue of The Shadow. Having discussed the unfortunate racial stereotypes in the old pulp magazines, I felt the need to point out that in some instances the pulps championed racial tolerance. On the cover of the Magazine of the Week, we see our hero The Shadow battling against the Ku Klux Klan in "The White Column." (The KKK is not referred to by name in the story, but then neither is Nazi Germany.)
Many incorrectly believe that the character of The Shadow was introduced in the radio show, narrated by Orson Welles and others, with the famous tag line, "Who knows what evil lurks in the hearts of men? The Shadow knows!" The Shadow did first appear on radio, but only as a voice introducing the show Detective Stories. None of that show's stories were about The Shadow. Nevertheless, fans of Detective Stories were intrigued by the mysterious narrator, so Street & Smith decided to turn The Shadow into an independent character, which they did in the pages of The Shadow magazine, beginning in 1931. Most of the contents of The Shadow magazine were written by Walter B. Gibson, under the pseudonym Maxwell Grant. The success of the magazine then inspired the famous Shadow radio show, which premiered in 1937.
In addition to the radio show, The Shadow magazine also triggered an entire genre of "hero pulps." Some of these hero pulps, notably Doc Savage, The Spider, and The Phantom Detective, enjoyed years of success, but none ever quite equaled the popularity of The Shadow. When many pulp genres later made the transition to paperbacks, the hero pulps instead transformed into a genre of comic books. Comic books then gifted most of their heroes with superpowers. The pulp heroes were instead mostly Batman-style heroes, relying on their wits and cleverness and some cool gizmos. The Shadow of the magazines did not even have his mysterious ability to cloud men's minds so they wouldn't see him--in the pulps he was just real good at skulking in corners. The Shadow was given his psychic powers by radio producers, who didn't think "and then I hid under the table" was dramatic enough for radio.
Some of the hero pulps attempted to integrate the hero genre with other pulp genres. My favorite example will be next week's Magazine of the Week, a hero pulp that was also a war pulp that was also a Weird Tales imitator.