How far back? If you happen to have missed a fairly recent issue of your favourite magazine there are several sources that sell them from the past 6 months or so.
e.g. Future Publishing sell their own titles here:
https://www.myfavouritemagazines.co.uk/magazine-back-issues/
and Immediate Media have a range of titles here:
https://www.buysubscriptions.com/back-issues
If you're going much further back, try Ken's Paper Collectables:
http://www.kens.co.uk/
(That's probably my favourite shop in the entire country!)
For anything which counts as 'collectable' try the world's leading specialist auction site for such items (which I rate as far better than eBay when trying to source 'collectables'), Delcampe:
https://www.delcampe.net/en_GB/collectables/books-magazines-comics/