If you speak French (or one of the other languages it's been translated to, which unfortunately English isn't) Golden City by Pecqueur and Malfin is really good
It's about a dystopian future where the mainland is a lawless land, full of garbage from civilization past, and the wealthy now live on giant city-boats in the water.
I've only read 2/8 of the albums that have been released so far, so I don't know the deeper details of the story. There is some kind of conspiracy against the mayor of the "Golden City" (city boat I talked about). It's has really mature themes, with hookers, sex and violence, conspiracy, brutal capitalism ect. ect.
Also you can check out a Greek comic artist who's had some of his work translated in English.
The artist's name (well nickname no one knows his true identity, he's never made a public appearance) is Arkas. His comics are in a strip format. They get published weekly in a Greek newspaper, and when there are enough he publish them as an album.
His comics while being comedy, always hide social commentary in their theme, and even some philosophic matters.
Themes he has covered in his comic are loneliness, old age, broken families, the state of solitude some people go through in modern cities, and even death and religion, and they are always handled in a good way, so even though the theme he is tackling is depressing, he hides it with his excellent humor.
Unfortunately not all of his work has been translated to English, (his second best series being among the un-translated, it's the one that tackles death and religion) his best series is the one I posted above, Flying Starts. It's about a family of sparrows. When the child is born the mother sparrow leaves the father sparrow, for a martin bird, and she leaves her child behind. When the kid grows up, he is a really bad behaved, and hates his father very much, and constantly swears at him, and the father tried to be patient because he knows the sparrow is really angry with his mother.
His comics are really funny, I mean hilarious even after you've read it tens of times. My sister's boyfriend is from the UK, and when he came to Greece to meet our parents, I bought for him 1 album of Arkas in English, and he loved it so much, that when he was leaving he bought every single album of Arkas, that he could find in the airport, and he ordered the rest from my sister.
I couldn't find any strips in English on the internet, and only found a few translated by fans, and I attached them to this post. The official translation is really good, and believe me with his (Arka's) constant use of Greek proverbs to make jokes, it must have been a pain for the translator.
But European comics are very different from American comics, I don't remember ever seeing a European comic about super heroes, or at least a mainstream one, so I don't know if these are what you are looking for.
Anyway at least read the fan translated strips I uploaded. Golden City is an excellent comic too, but there is the language barrier (the reason I've only read 2/8 albums is I'm waiting for them to be translated)
The only time I've ever found one was once on ebay. I jumped on it then the seller informed me 2 days later they couldn't find it. 