There are no magazines that I know of that focus specifically on headphones.
However, there are lots of high-fidelity magazines out there. Stereophile, for example, which is a magazine I subscribe to, contained a review of the Ray Samuels Emmeline SR-71, a popular headphone amplifier. There have been other such reviews in the past. I'm sure that Stereophile will do a report/review of the revamped (and ultra-cool) Beyerdynamic line.
A few things to stress about hi-fi mags though:
1. They think everything they review is the best of its kind in the market
2. They use sneaky journalism in order to keep their ad revenues high.
3. Sam Tellig and Roy Hall have a very bad relationship, and they whine back and forward to each other in the letters section and Tellig's own section of the magazine, which becomes awfully tiring.
4. They really only focus on the ultra cheap and the ultra expensive products. Not much of the middle -- it's either the Epos E3s (300 dollars) or some 37,000 dollar speaker (like the "eyeballs" reviewed in this month's issue). There may be a lot of snob appeal in the magazine to your tastes.
All these things aside, the writers of Stereophile are professional, and their articles are fun reads. I always read their music reviews, their interviews with musicians and engineers, and even the letters are sometimes a blast to read. Well worth the small subscription fee, in my opinion.
If you want to just focus on headphones, well, probably only about 3% of the hi-fi market is focusing on the headphone users, so there is no profitable market for the writers and editors. Although, a "portable and headphone" section in Stereophile could be nice...
