I'm looking for a magazine to publish museum collections processing data. As far as I know, most zoological (entomological) journals do not publish such articles.
This depends on the kind of data that you are planning on publishing. Checklist data have been published in Biodiversity Journal and ZooKeys. Specialized journals like Coleopterists Bulletin may be interested in specific data conerning your Coleoptera collection. From my perspective, checklist and catalog data are very important esecially from more exotic locations and smaller museums as they provide systematics workers with distribution data and potential sources for loans of biological material. For this reason, you want to publish these data in an outlet with the widest possible readership. I like Jaques van Rooy's suggestion of the Journal of Natural Science Collections very much.
Of course, it depends on the kind of data you wish to publish. Apart from specialized journals regarding the entomological groups you are working on, one of the highest level journal aimed at the publication of this data should be Zookeys.
In case you are also thinking of DNA barcoding the specimens kept in your collections, I advice you to have a look to a paper by Schindel et al. (2011; Zookeys) on the DNA barcode of bird species in Museums collections.
The Journal of Natural Science Collections is another good alternative, even though with lower visibility.
Alternatively, if you are focussing on historical information regarding the collections along with the checklists or catalogues, you may also think of journals like the Archives of Natural History (Edinburgh University Press).
I totally agree with other colleagues in saying that this kind of data may turn very useful for the scientific community, especially in the case of minor or more peripheral collections.
You can try with these journals: Animal Biodiversity and Conservation; Animal Coservation; Biological Conservation; Journal of Systematics and Evolution; Systematic Biology; Systematic Entomology; Systematics and Biodiversity; Taxon; ZooKeys; Zoosystema; Zootaxa.
It depends on what you do with the species list. If all you have is a list then the data may be better archived in an electronic repository. If you have abundance, or location data and then ask/answer questions about ecology or biodiversity then there are many choices. I liked publishing in ZooKeys, but there are many choices as others hove pointed out. I would ask if the manuscript stands on its own without the species list. If the answer is yes, then you can publish almost anywhere and include the long species list as electronic supplimentary material. Some journals like ZooKeys work with electronic databases to put things like species lists into such databases.