I would like to know what a particular form of publication is called, when a work is a collaborative effort of many writers and possibly more than one editor, published in weekly or monthly parts and intended to be bound into volumes by the subscribers (or perhaps reprinted bound by the publisher at a later date). Does anyone know what this is called?
An example would be The Times History of the War (here).
I would call it a partwork, defined by Wikipedia as a written publication released as a series of planned magazine-like issues over a period of time.
Sometimes (but not usually, I feel) a partwork may be entirely the work of a single author. If it's important to clarify that there are multiple contributors, I'd call it a collaborative partwork
The word you're looking for is magazine (from OED):
Magazine noun 1. a paper covered, illustrated periodical containing articles or stories etc. by a number of writers.
You example fits this definition, since it has a paper cover, comes out periodically (weekly in this case), and has more than one writer.
Another possible word is anthology (from OED):
Anthology noun a collection of passages from literature, especially poems.
Although the definition restricts the pieces in the collection to literature, so is less appropriate.
If the works are later published all as one it could be called an "omnibus edition", or in fact, an anthology!
Weekly or monthly parts: call this a serial publication. For example, Dickens novels were often first published as serials.
edit
Several authors: anthology.
With both of these features: this is a serial anthology.
