Two more, though they may count as secret histories.
The Programme (DC/Wildstorm): The Nazis succeed in creating a superhero too late to do them any good. After the war, the Americans and the Soviets experiment with their own creations, but little comes of it, and by the 1970s both sides have discontinued and buried their projects. The story itself kicks off in 2008, when four Soviet metahumans (in cold storage since 1953) are accidentally reactivated, discover that history hasn't quite gone the way Marx predicted, and so decide to vent their frustrations by beating the shit out of the United States. The designs for the Soviet characters are pretty cool, but the story is really little more than an extended "take that, America."
The Winter Men (DC/Wildstorm): Probably the best damn comic about Russian superheroes you're likely to find. The story itself starts out as a crime drama in 2001 Moscow revolving around the abduction of a girl who recieved a unusual liver transplant, but it quickly expands into a sort of sprawling journey across the ruins of the Soviet Union, focusing on the fallout of the multiple superhero projects the Soviets worked on, and the fate of this one semi-mythical figure dubbed "The Hammer of the Revolution." In a way, you could think of the story as a sort of coda to the typical superhero-deconstruction story, where the heroes and their victims have changed and grown (and in many cases, traded places) over the weary decades, and fight more out of instinct and a vague desire for some, nay any, type of closure to their lives and their society.