Oh, I actually know the answers for a lot of these, at least in the U.S.
Computer Gaming World: We had one copy each of MOST of the issues, missing a few from the 80s (including #1). They were all donated to the Strong Museum of Play. We had no digital archive.
EGM: We had at least one copy of each issue minus #8 and #12 in the 1UP office. I don't know what happened to them when 1UP was sold to IGN, since that's after I left; either someone (Jeremy Parish?) took them home or they're still at IGN. We didn't have much more as far as the Sendai/Ziff stuff goes...a complete set of GMR I took home, and a few random things here and there, but no Computer Game Review, EGM2, etc. No digital archive of any of these at all, other than what the layout guys who were still around happened to have on their computers (since wiped, I'm sure).
Gamepro: They had at least one of each issue the last time I visited the office. After the magazine died I believe someone took them all home. I didn't see any of the other IDG stuff in their archives, though I believe Kevin Gifford got a good chunk of them when he worked at GamePro way back in the day. Those are all at the Strong now. There's also a digital archive going back to I think 1993 in a friend's possession. He's trying to figure out how to get them out, but keep in mind these aren't like, PDFs, they're layout files with all kinds of incompatibility issues these days.
Game Developer: I worked in this office too! We had at least one of each issue going back to the first one in 1994, and TONS of extras of anything post-2000. They swore they packed and moved a complete archive when they moved offices a couple years ago, but last time I was there, no one could locate the ones from the 90s...hope they weren't lost! Again, though, there's a complete archive at the Strong. There might even be two: I think the office sent one over, and then Kevin's complete collection went there too.
Game Informer: There's a good chance their archive is complete, given that Andy Mac has been there since day one and as far as I know they've never moved offices.
Game Players: A friend of mine took their archive after the mag shut down. It's incomplete. Sadly the uber-rare PC Strategy Guide issues seem to be totally absent from it.
VideoGames & Computer Entertainment: The mostly-complete archive was taken home by a former editor.