First, Lost Girls is not illegal to own in the US. It can be hard to find in comic book stores, but you can buy it on Amazon. There are ways in which it might be of slightly gray legality, but you'd never be prosecuted for it, the laws would never hold up in court, and a lot of the naive descriptions of US obscenity law here are woefully misinformed.
More on topic: there's nudity all over in comics - especially in the more "high-end" stuff. You see plenty of blue penis (among other things) in Watchmen, there's nudity in Sandman, etc. The only place where it's still more difficult to find adult comics is the one the OP specifically mentioned, the superhero genre.
Also, all of the people saying they want it "without it being pornography" are part of the problem. You want adult content, but not too adult. God forbid you find something sexual that's actually enticing in a work! People are too quick to say "but I don't want porn!" - everyone really needs to abandon this puritanical viewpoint. Sure, there's something to be said against media that has nothing but gratuitous sexuality (personally, I don't see why such definitionally enjoyable things can't have their own place in society too, but I digress). But there's something to be said for media that has nothing but any one thing at the expense of the work as a whole. Some of the best works in any media are filled with completely "gratuitous" sexuality and I am not at all willing to say that they would be better if they had cut some of that out. Too much of the common notion of how to make something adult involves making what is essentially pornography, but making it in such a way that it isn't enticing or might be more than slightly uncomfortable. This is not, to me, suggestive of maturity. Real adults enjoy sexuality and it shouldn't make something "base" or "juvenille" to involve sexuality in a pleasurable way.
