Evangelical tracts are overt teaching materials by nature (as their purpose is to convert people), but Jack Chick manages to make some of the others look almost subtle, in his merciless attempts to batter home points in a fashion a four-year-old would find obvious.
A fair amount of EC Comics stories are spectacularly unsubtle; Judgement Day in particular. A robot civilization with clear different castes for robots with orange casing and robots with blue casing being evaluated for whether or not it's worthy to join The Federation falls short, the two castes mirror "Separate But Equal" very closely, and at the end we see that the evaluator is black.
"What's So Funny 'Bout Truth, Justice, and the American Way", an issue of Superman that satirized the comic team The Authority and their violent approach to crime fighting. It' basically a long Take That at anti-heroes as a whole, but specifically those that kill (gotta make sure Batman isn't in the firing line).
The graphic novel As the World Burns slams home its belief that all forms of "going green" are complete BS and that renouncing all forms of modern life and returning to the wild is the only way to save the planet.
Some controversy has arisen over a scene in Uncanny Avengers where Havok urges people to not refer to him as a mutant, stating that he abhors the "m-word" and wants people to just recognize that we're all human. Given that mutants are historically positioned as a not-so-subtle metaphor for minorities and LGBT individuals, this has understandably ruffled some feathers, especially since the writer is a straight white guy.
Steve Ditko's Mr. A tales are this trope personified. Characters who think they're in the grey area of morality keep telling themselves they're not fully evil because they're doing a few bad things, Mr. A continuously delivers long-winded speeches about how there's only good and evil while reminding victims that he has no remorse for the fate of evildoers.
In Young Justice, when Arrowette's school psychologist is brutally killed by gun violence, she explodes at a pro-gun rights Congressman who tries to blame it on violent video games and comic books. Therefore, the gun control message also doubles as an attack against Moral Guardians. In the official DC forums at the time, the writer Peter David mentioned that few readers picked up on the third anvil he dropped, that the enraged Arrowette apparently had no problems at all hurting people with her own weapons of choice during this story. It didn't help that the psychologist was killed by an abusive ex-boyfriend, not school or gang violence which made the "Guns are bad" message seem very forced (What would Arrowette have done if the psychologist was murdered by being stabbed or strangled?). Not to mention that on occasion, David put in his own views on gun control into the book (this being one such instance) that he was protective of, which led to a flame war on his forums once which was started when David himself sarcastically dismissed a fan who had criticized one such use of the heavyhandedness of this message in a book which the fan had already stated was good otherwise.
Early Superman stories basically saw our hero as a leaping anvil. The formula went like this: someone was doing something bad (off of a war, running a corrupt orphanage or mining operation, etc.) and Superman came in to either give them a taste of what they were doing (making him join the war, trapping him in a collapsing mine) or just giving them a taste of his fist or some such. This was more like a fantasy escape for readers riding on the wave of Roosevelt's New Deal, who were fed up with society and just wished they could punch out all the corrupt rich and powerful people who they blamed for society's ills, specifically The Great Depression. This changed when Superman stopped being a grassroots folk hero, and became an arm of the power structure he fought against, turning his attention to less controversial societal ills such as petty crime, treason, robbery, and murder.
And then there's Batman: Fortunate Son, in which Batman has a nigh-psychotic hatred of rock music (particularly punk) because some time in the past, he saw an Expy version of Sid Vicious killing Expy-Nancy Spungen. This leads to the memorable line "Punk is nothing but death and crime... and the rage of a beast!" As crazy as it may seem, the comic actually seems to support Batman's attitude by setting him against Robin, who comes off as Too Dumb to Live because he refuses to believe that his favorite rocker could be a criminal just because he makes enjoyable music. On top of that, the villain (said rocker's manager) did it because he wanted to martyr the guy in order to boost record sales, and ends up falling off of a tall buildingand gets impaled on a cross-shaped fence.
Follow any work involving Spider-Man. Mainstream comic book, alternate universe comic books, films, animated series, whatever. From the beginning or from some arbitrary point of your convenience. It won't take very long (if it doesn't happen right away) that you will read a story with the aesop that "with great power comes great responsibility". Decades have passed since Amazing Fantasy #15, and the comics still enforce that aesop.