The Hood's attack on Tigra in New Avengers has some pretty blatant parallels to a rape, complete with a battered Tigra lying sobbing on the floor after it's over. A later arc in Avengers Academy drives it home even further when Tigra discusses her assault on live television and states that it's not her shame to bare, but her attacker's.
In the past, the situation of mutants was compared to ethnic minorities, and was originally meant as a metaphor of the Civil Rights movement of the 1960s. More recent books have shown a tendency to make discussions of being a mutant sound like they're about homosexuality, particularly after racial minority groups complained of the co-option of their struggle for characters who, as a whole, are mainly white.
Some stories have taken things even further. The systematic incarceration and extermination of mutants in "Days of Future Past" draws strong comparisons to The Holocaust, while Magneto often sites the persecution of the Jews by the Nazis as part of his motivation. The first X-Men film makes this connection even more explicit by opening with a scene of young Erik arriving at Auschwitz, where his powers first awaken.
The classic, if anvilicious (but considering when it was written), EC Comics story "Judgment Day", in which an examiner comes from Earth to see if a planet inhabited by sentient robots is ready to join The Federation. It's revealed that the robots are split into two groups identical except for the color of their outside casing, and the educational programming given to each color. One group of robots is given less useful programming, forced to live in inferior housing in a segregated part of the cities, relegated to less desirable jobs, etc., all based on the casing color. The examiner is forced to flunk the civilization, and the guide whines that he is "only one robot" who can't change the system. The examiner consoles the guide by mentioning that Earth used to be like this too until its people got their act together. Then the examiner gets into his spaceship, takes off his helmet, and is revealed to be black. Read it here!
Apparently whenever She-Hulk has a transformation from her puny human state into the green goddess, it is the equivalent of sexual orgasm to her, as was showcased in not only the Ultimate incarnation, but on the classic 1990s cartoon as well, which was supposedly for the "younger" crowd.
After Superman gets temporarily de-powered in the events of Infinite Crisis, Lois' assurances that she loves him, that it's perfectly understandable, that she's sure he'll be back to normal in no time, and even that she loves him for who he is and not how well he can perform, sound rather like Superman is having a different kind of performance issue.
Black Panther's debut issue in The Avengers involved the character being falsely accused of murdering his teammates, and subsequently going on the run. While the hero's race is never brought up, it's hard not to read the story as a metaphor for racial profiling.
In a Dilbert comic, Tina got in trouble for sending a dirty e-mail and Catbert decided to look the other way if she rubbed his belly. It has a hell of a subtext:
Tina: This seems so wrong. Catbert: Try using both hands.
A Far Side panel had the Big Bad Wolf on a psychiatrist's couch, confessing that "on and off I've been dressing as a grandma ever since."
This becomes even more blatant, or perhaps just more up-to-date, in Bizarro's take on it.
In Forever Evil Issue 1, to enhance his powers with kryptonite, Ultraman crushes, burns, and inhales the kryptonite vapors. He then boasts about how he's the strongest before flying off to find some more.
One Buffy the Vampire Slayer comic has Faith first hiding in a Berlin bunker, then escaping by train. However Book Dumb she appears, she recognizes the similarity to the Holocaust enough to be disturbed by it.
The titular bird-being is weakened, and needs energy to restore itself. So it crawls onto Scott's sleeping body, narrating how it "need[s] so much". This led to fans nicknaming it a "cosmic stalker." Other scenes are even better.
Phoenix Force:(to Jean) He always wanted you. Maybe that's why I like being you so much.
In the finale, Cyclops shoots his Eye Beams directly at the Phoenix, who's flinging her limbs outward and screaming ecstatically; "Yes! More!" The stream of Cyclops's power, incidentally, lands right on the Phoenix's cleavagenote What a pig.
Ms. Marvel normally tries to resort to minimal force even against animals... but she doesn't take kindly to one of her first powered villains turning out to be an Inhuman supremacist:
Kamala Khan, Ms. Marvel: It's always the same. There's always one group of people who think they have special permission to terrorize anybody who disagrees with them. And then everybody else who looks like them suffers. Not again. NEVER AGAIN.
Writer G. Willow Wilson specifically described the events of #15 as "I wanted to talk about consent in a fun, accessible way, without making the world into a terrifying place"... only for Kamran to try to gaslight and victim-blame Kamala about her own kidnapping, and then Kamala's resolve solidifying when she realizes that he really will hit her.
The Donald Duck Adventures story "That Ol' Soft Soap" has Donald aggressively expanding a soap business by ever more elaborate marketing and packaging schemes while diminishing the actual content. The packaging is aimed at soap collectors, two of which are shown fighting over whose limited-edition bar is the rarest. This inevitably ends in a crash.
Possibly the biggest one of comics and the oldest example, Magneto's fear that Humans will round up mutants, taking them out of civilian life and putting them into camps, until a solution of what to do with them can be decided. Magento is a Holocaust survivor, you do the math.