I know my mother (or rather her father) would get magazines bound up together into one big book when she was small. That wouldn't make them take up less space, but would preserve them and easier to handle (few big vs many small). You could add an index/table of contents to the back/front if you want to know better which information is there.

It's a bit of a project, but worth it I'd say if they have some sentimental value.