Does historical fiction count? Like westerns? Because Jonah Hex is awesome. I also like Enemy Ace. Enemy Ace: War Idyll is a really cool graphic novel which is treated like someone in the present interviewing an old veteran, and though technically Enemy Ace has stories where he meets time travelling Superman and stuff, this story is played as realistic. That's also the reason most Jonah Hex stories are good, though I do like when he gets into weird sci-fi bullshit as well, like the time he got warped to the post-apocalyptic 21st century for a while. I suppose that particular series wouldn't fit this thread theme, but most of his series would. Especially his Vertigo stories from the '90s.
I also have one very underrated and interesting story called The Kents, which is about Superman's (adopted) ancestors during the formation of the state of Kansas in the 19th century. Really, it has absolutely nothing to do with Superman, and they just framed it as that to get some capeshit autists to read it. I think there is a little appearance by Jonah Hex, and there is another character implied to be an ancestor of Lois Lane (actually IIRC it was a real guy named Lane and maybe it's just the framing that leaves the reader assuming they're related), but otherwise it's just the story of an actual historical event, but told through the eyes of fictional characters. Would be cool if DC or Marvel did more like this. I mean they both do a lot of World War II stuff, but given it's all either about superheroes or monsters/robots/dinosaurs, I assume that's not what this thread is looking for, even though JSA/Agents of Atlas/Dinosaur Island/Creature Commandos/etc. are all awesome.