Probably the best known graphic novel is "Maus" by Art Spiegelman, but it gained some controversy. For example, Polish people are portrayed as pigs - pigs are considered "impure" in judaism, so journalists were asking the author what he wanted to say by such portrayal. Spiegelman said that it was only an unlucky coincidence.

I highly recommend "The Contract with God" trilogy by Will Eisner. If someone wants to be an expert in graphic novels, he/she should know that work. "The Contract with God" is a collection of loosely connected short stories about life in poor quarter of New York. The drawings by Will Eisner are awesome. One of the episodes describes story of a Jewish woman escaping from Third Reich to United States.

I also know that there is comic book adaptation of "The Diary of Anne Frank".

In the broader context of totalitarian regime and persecution, I recommend "1984" graphic novel by Fido Nesti. In Poland, there is a mini-series which may interest you. It's name is "W imieniu Polski Walczącej" ("In the name of Fighting Poland"). It tells the story about Polish resistance and their attempts to stop genocides committed by Germans. One of the attempts was assassination of Franz Kutschera, one of the most important Nazi figures in German-occupied Poland.