The Russian Messenger (Russkii Vestnik) went through a number of incarnations. The first Russian Messenger was edited by Sergei Glinka from 1808-1820 and again in 1824.
The third incarnation was founded in 1856 by a group of liberal intellectuals, and grew to become one of the most influential of Russia's 'thick' journals (the name came from the hefty size of each volume). Its main editor was Mikhail Katkov. The list of famous works of Russian literature that were first published in the Russian Messenger is dizzying. Tolstoy's major works War and Peace and Anna Karenina appeared in this journal first, alongside Dostoevsky's Crime and Punishment, The Idiot, The Possessed and The Brothers Karamazov, and Turgenev's Fathers and Sons and other writing. See here for more on the treasures published in this journal.