ARGOSY was the first pulp magazine. Frank A. Munsey had been publishing a story paper for boys, to declining circulation and revenue. In the 1890's, he decided to give the title one more chance. He cut expenses to the bone, eliminated the artwork, and printed on the cheapest paper he could find. He gave the public the greatest number of stories per dime they had ever had, and they bought the magazine by the tens and hundreds of thousands.
Even though it was now a great success story, ARGOSY remained a monthly until October 1917, when it suddenly went weekly. In July, 1920 it absorbed ALL-STORY and was published as ARGOSY ALL-STORY WEEKLY (with the words ALL-STORY appearing in successively smaller type as the years went by) until it became "ARGOSY / ISSUED WEEKLY" in October of 1929. As the years went by it featured adventure yarns of various types in preference to drawing-room comedies and other general works of fiction. In August 1940 is remade itself as a "men's adventure magazine," with a new cover design featuring static art and a display shield of the stories contained within the current issue. The format and frequency changed again at various times in the period after 1941, but it was still printing some fiction up into the 1960's. You can read more about this magazine in the ARGOSY Profile pages, and there is a good discussion in the UWF eNewsstand project. The publishers gave their own version of the history of the magazine in 1932, quoted in the excellent blog PulpFlakes.