Is there any site online that has a list of books/magazines and the font that was used for it?

Highly depends on what an it is. Edible?

Do Newspaper-typefaces count? And for example Hoefler&Frere-Jones have worked with a huge amount of magazines developing their custom fonts. Just for a start. I'm not aware of a site which gathers informations like this. But if you have found one (which I doubt) please inform us, thanks.

Update: I have forgotten about Stephen Coles Fontfeed/Newsletter. In the July issue he talked about some magazine outfits.