Shawn P. Wilbur blogs,

Lucifer the Lightbearer, aside from having one of the more provocative and wonderful names ever, was an important anarchist newspaper. Originally the Kansas Liberal of Valley Falls, and eventually the American Journal of Eugenics, it was, throughout its incarnations, it was concerned with marital and sexual freedom, as well as more strictly political aspects of anarchism.

Despite what you might assume from the title, Lucifer wasn't published by some precursor to Anton LaVey. Editor Moses Harman, a crusader for sexual liberty who was frequently imprisoned for his views, claimed that he picked the term because

Lucifer, the ancient name of the Morning Star, now called Venus, seems to us unsurpassed as a cognomen for a journal whose mission is to bring light to the dwellers in darkness.

The paper eventually changed its name to the American Journal of Eugenics, which sounds infinitely creepier. Scans are located here.