Gentlemans Magazine

The Gentleman's Magazine began publication in 1731, and continued monthly until 1922. The monthly magazine is particularly useful to genealogists because it published notices of births, marriages, and deaths in prominent families or persons of interest, whether famous or infamous. The magazine included reports of promotions (army, and navy), preferments (Church of England clergy), and all bankruptcies.

Wikipedia has more about this subject: The Gentleman's Magazine

Many issues of the Gentleman's Magazine are available in digital format online.

Indexes

The following book includes an "Index of Names to the Marriages, Births, Deaths, Promotions, &c. to the End of the LVIth Volume of the Gentleman’s Magazine" and covers 1731-1786. The index is by surname only and is available online for free through Google Books (starts on page 2):

Richard, Gabriel. The Gentleman's Magazine, and Historical Chronicle, Volume 2. E. Cave, 1789. Free digital version at Google Books.

Ayscough, Samuel and John Nichols. "General Index to the Gentleman's Magazine" Nichols, 1821. Free digital version at [Google Books]

David Dobson gleaned references to American births, marriages, and deaths from this English newspaper:

Dobson, David. American Vital Records from the Gentleman's Magazine, 1731-1868. Baltimore, Md.: Genealogical Publishing Co., 1987. FHL 973 V22d