Maybe it's because I've been teaching about the US invasion of Iraq in 2003 that got me thinking about the comics that reference the 'illegal' war. Way before The Hurt Locker and The Green Zone, comics have come out strongly against the invasion - see The Ultimates 2 (Mark Millar) and Secret War (Brian Michael Bendis), both of which were released in 2004.
As a result of the Ultimates' intrusion in the Middle East, public opinion turned against them. And in Secret War, Nick Fury assembled a covert team of Marvel heroes to devastate a country whose terrorist activities threatened America. One year later, the actions of their 'secret war' returned to haunt them. The war came home. (of course, the politics in such mainstream comics is hazy at best. One is not quite sure where Bendis actually stand with regards to the Iraq invasion. Nick Fury is still the 'hero' at the end of the story and his actions were deemed justified, although he had to go underground to escape.)
One more reference and an obvious one - Naoki Urasawa's Pluto, a reworking of the classic Astro Boy story, 'The Greatest Robot on Earth'. The series started in 2003 but by 2004, we had the appearance of a disposed 'dictator' who looked just like Saddam Hussein. Needless to say, the protagonists were punished for invading this country.
Urasawa also did the excellent 20th Century Boys.