A while back, I found a digital collection of Catholic comic books. They are scans of a series called The Treasure Chest of Fun & Fact. These are pretty old (from 1946 to 1972), but some younger children (and a few of us old timers) might get a kick out of looking through the illustrations. It brings some of the familiar stories to life better than print alone. There are many comics with an adventure theme. Titles include: The Adventures of Robin Hood, The Champ and the Pirates, and Baseball and How to Play it. It is easy to find a subject and flip through the online pages.
You can browse the titles at: http://www.aladin.wrlc.org/gsdl/cgi-bin/library?e=q-01000-00---off-0treasure--00-1--0-10-0---0---0prompt-10-KEY%2cTT%2cCR%2cSU--4--%2c%2c%2cadventure-----0-1l--11-en-600---20-home-%5badventure%5d%3aSU+--01-3-1-00-0-0-11-0-0utfZz-8-00&a=d&cl=CL1
There is also a good search engine that you can find from the link above.
Hope you enjoy.