You know what I'm surprised we don't see more of? Non-fiction comics. Jim Ottaviani and his GT Labs have produced some wonderful science-related books, as has Jay Hosler. Then we've got Larry Gonick's Cartoon History of the Universe. And what else? Not a whole lot.
I'm sure the comparative sales of the above books are somewhat less that your average Marvel and DC title, but Ottaviani, Hosler, and Gonick have produced some great works that are entirely based on real events. Because of that, they're entertaining AND educational. There's plenty of drama and interest in real life events -- it only takes a decent storyteller to keep the story from becoming boring. And what are comic creators but good storytellers?
I'm sure a lot of creators have interests outside standard comic book fare. I know John Byrne, for example, is an avid gun collector and Salvador Larroca was a cartographer before he started drawing comics. Joe Sinnott is a big sports fan. I'm sure there are plenty of great stories there.
Now there was a series of rock and roll comics that gave some histories of various rock stars. I seem to recall a couple of books on the life of Pope John Paul -- one of them by Marvel of all companies! But those (at least the ones I've read) were actually rather dull. All it would take would be a good creator and they could really create some dyanmite pieces.
Now, admittedly, you wouldn't be able to realistically sell them in the "traditional" direct market. But the bookstore market has opened up dramatically in the past few years and the actual educational market certainly has a lot of potential. So where are all the great non-fiction stories?