Do they appear on every level? how hidden are they all? and do I have to collect them again if I lose the night I find them or do I just find them and beat any attempt? I apologize for all the questions, just want to understand this bit a little more.
I think their spawn is random for both location on the cameras and the night themselves. To give an example, if you find 2 magazines on night 2 but lose and have to retry night 2, those magazines might not be there again.
Also, they're not so hard to find when you're looking for them. They're black with some red on them so they are dark, but if you hover you mouse over the mags it will highlight them.
And finally, the gallery won't unlock unless you survive till 7AM in the same night you find the mags. If you find a magazine but lose it won't count.