The League of Extraordinary Gentlemen

The League of Extaordinary Gentlemen (or LoEG as commonly abbreviated) is a multi-volumes series created by Alan Moore and Kevin O'Neill. Originally it started as an attempt to create a Justice League of Victorian England using popular characters from the period's literature, but as the scope of the story and settings grew they basically said "sod it" and turned LoEG into a fictional universe that contains all fiction ever made.

LoEG is notorious for being packed with more references to literature and popular fiction (Victorian or otherwise) than even the very educated and knowleadgable annotators of the series can catch up with. You would expect you'd need a PhD in literature to appreciate the series, but no, Moore and O'Neill made it very fun and interesting to even the most casual of readers, so don't let that discourage you.

Most of the characters are lifted directly from literary sources. In some instances where the characters are not in the public domain yet, Moore and O'Neill introduce thinly veiled analogues, like Jimmy Bond in The Black Dossier (a rather obvious stand-in for James Bond.)

Volume One
Six issues miniseries. British Intelligence officer Campion Bond recruits a group of individuals to protect the British Empire. The individuals are Their respective history is considered in-continuity with the LoEG universe though with slight alterations. For example, both Quatermain and Griffin are revealed to have faked their canon deaths in order to continue their lives on their own terms, and the accounts of their adventures (ie: the real life novels) are meant to be the work of biographers.
 * Mina Murray - From Bram Stoker's Dracula
 * Allan Quatermain - From H. Rider Haggard's King Solomon's Mines and related novels
 * Dr. Henry Jekyll - From Robert Louis Stevenson's The Strange Case of Dr. Jekyll and Mr. Hyde
 * Captain Nemo - From Jules Verne's 20,000 Leagues Under the Sea
 * Hawley Griffin - From H.G. Wells's The Invisible Man 

Together and with Mina as the leader of the group, the League are sent against a thinly veiled Fu Manchu analogue to stop his plans to create an advanced battle airship.

Volume Two
Six issues miniseries. The League face an invasion from Mars (borrowing both from  War of the Worlds and John Carter of Mars), as well as the betrayal from a member of their group.

The Black Dossier
Graphic novel. This volume can be split in two parts: the first one deals with Mina and Allan stealing a mysterious volume known as "The Black Dossier" and being pursued by Jimmy Bond, Emma Peel and Hugo Drummond. This story takes place in 1958, years after the fall of a Big Brother type government in Britain.

The second part is the actual contents of the Black Dossier, which Mina and Allan peruse throughout the story. It is a series of documents and images that expand upon the LoEG universe. Among other things there is a lost Shakespeare folio detailing how Prospero (from the Bard's The Tempest) formed the first League, a P.G. Wodehouse story that combines Jeeves & Wooster with Lovecraftian horror, and a "tijuana bible" (a short pornographic comic) set during the Big Brother government and written in the style of 1984's newspeak.

It also includes a portion in anaglyphic 3D (glasses are included with the book). It looks ridiculously gorgeous.

Volume Three: Century
A series of three one-shots spanning, well, a century. The basic gist is that Mina, Allan and Orlando are trying to stop occultist Oliver Haddo from creating the Moonchild, a magical creature that may bring about the end of the world. The books are:
 * 1919: What Keeps Mankind Alive?
 * 1969: Paint It Black
 * 2009: Let It Come Down (upcoming, hopefully it'll come out in 2012)

Future of the series
There haven't been any announcements for new volumes after Let It Come Down, but Moore has said that he has ideas for one-shots focusing on individual members of the League as well as future installments, and that theoretically speaking he and Kevin could keep doing the series forever.

As of March 2012 Moore and Kevin are working on a one-shot titled Heart of Ice that is supposed to be a mixture of Captain Nemo and H.P. Lovecraft's At the Mountains of Madness. Moore described this project as a brief interlude between Century and the next actual volume of the League and said that it should come out in late 2012.