LEGO issues a wide variety of catalogs and the format, frequency and content of those catalogs vary according to marketing area.
For example, current practice in the US is that Shop@Home issues 4 shop at home catalogs each year, mailed to frequent customers and included in orders. No other catalogs are issued. On the other hand many other sales regions (such as Europe and Asia-Pacific) have a "store catalog" issued once (or more recently twice) a year that covers the complete range. In recent years these have been squarish in shape.
There is an active subhobby around collecting catalogs.