OK - I'm going to get real pissy & specific here. We're talking about Graphic Novels, right? That means something released as a one-shot story. Everyone who is metioning Dark Knight Returns, or Watchmen, or V For Vendetta - those were originally limited series, eventually just collected together. Others like Year One, Hush - regular series with an arc, just put into a collection. Real examples of Graphic Novels ( one-shot issue, coming out all on it's own) - Arkham Asylum, The Killing Joke.
My Number One favourite for this would be an 1980's Marvel Graphic Novel - Doctor Strange: Shamballa; written by J.M. Dematteis and painted by Dan Green.
Others would be:
Daredevil: Love & War - Frank Miller & Bill Sienkiewicz
Doctor Strange & Doctor Doom: Triumph & Torment - Roger Stern & Mike Mignola
Arkham Asylum - Grant Morrison & Dave McKean