It's sad to see it go, but not unexpected. There's so many internet sites to get gaming news from, so by the time it hits print, the news is old. I've got about a year's worth of EGMs from around 1995-1996 or so at home. I should have kept the ones I had from 92-94 though.
Guyjin: Gamepro is the last one left? Ouch....
oldskool: EGM started out in 1989, if I remember right. Nintendo Power started up from the Nintendo Fun Club newsletters a year earlier.