Factoid Press "Big Book" series
Calling some of these books "non-fiction" might stretch the definition a wee bit. The Big Book of the Unexplained, for example, devotes many pages to Big Foot. Either way, at about 11 inches tall and 200 pages, each volume in the Big Book series is a large collection of short pieces by a wide variety of cool artists like Joe Sacco, J. H. Williams, Paul Gulacy, Brent Anderson, Russ Heath, and Gahan Wilson. Any book with Gahan Wilson drawing creepy stuff is a good book. In addition to the Unexplained, I'm fond of The Big Book of Conspiracies, The Big Book of Urban Legends, The Big Book of Grimm (as in unexpurgated versions of the original Grimm fairy tales), The Big Book of the Seventies and The Big Book of Freaks.
Larry Gonick's Cartoon Histories
Pretty much anyone without a degree in history would probably do well to read Gonick's three-volume Cartoon History of the Universe. I just polished off his Cartoon History of the United States a couple days ago. Gonick isn't afraid to let his own voice creep into the narrative, so the latter volume leans more to the left than some people will dig. Gonick's book on basic statistics was a little harder to get through, though that was probably a combination of a shortage of cool characters for Gonick to (ab)use and my own innumeracy. Gonick's goal is to smarten up the readers, but his fun illos and breezy writing style are entertaining at the same time.
Rick Geary's Treasury of Victorian Murder
I got turned on to Rick Geary thanks to his contributions to the Big Book series. Let loose on his own he specializes in one subject: murder. The Treasury of Victorian Murder series includes accounts of the Lincoln assassination and its aftermath, the Ripper Murders, and my own personal favorite, The Beast of Chicago: An Account of the Life and Crimes of Herman W. Mudgett, Known to the World As H.H. Holmes. Other Geary volumes cover Lizzie Borden and the Lindbergh kidnapping. Geary's unsettling linework and matter-of-fact journalistic writing draw you into a disturbing world where crime seems as common as catnip.
My most recent find in the non-fiction comic field is Fred Van Lente and Ryan Dunlavey's Action Philosophers! series. (Well, it wasn't much of a 'find' on my part. If Chris Sims says a comic is awesome, you can take that to the bank.) The basic Van Lente and Dunlavey technique is to give you the Executive Summary of a philosopher in comic form. It's like as if Cliff's Notes were actually fun to read. And the cover to the first trade has Plato in a luchadore mask shouting "Plato Smash!" as Nietzsche opens his shirt to reveal the Übermensch costume underneath. What's not to love?