i found this cool video on YouTube, by SamProof, were he demonstrates how to make a zine (small format, about 7.5 cm by 10.5 cm, that's about 2"95 by 4"13) without using glue/staples/stitching/etc, just by a special but simple folding process!
see it here:
DIY - How to Make a Zine; Paper, Scissors, Pen - Rockin!
i've tried making some mock-ups of this mini-zine style and it's fun, opens a lot of perspectives ;-)
give it a try yourself! have fun!