Electric Zine Maker (beta) by alienmelon This is a very cool (and weird) program for making zines, which includes basic art and text tools, image importing, and exporting in book format. It is free (or name your own price) to download if you want to try it out. Be warned the download site and parts of the program contain flashing images, so exercise caution if you are photosensitive.
Great illustrated guide to what zines are and how to get started with making them.