Fables! Fables is very good if you read it from the start and I think it only started in 2002 so there isn't that much to go through. This is what wiki says:

The series deals with various characters from fairy tales and folklore – referring to themselves as "Fables" – who have been forced out of their Homelands by "The Adversary" who has conquered the realm. The Fables have traveled to our world and formed a clandestine community in New York City known as Fabletown.

if that's your thing? :)