Sin City 300 Batman (anything by Frank Miller - one of his Batman comics was the basis for TDKR with Christian Bale) Watchmen (unabridged, mandatory) V For Vendetta (previously mentioned) Spawn (all of it) Hellblazer (all of it / Constantine [movie]) The Walking Dead (don't dismiss it because of the show, in fact read it because it's almost a completely different story) Neon Genesis Evangelion [manga] (easier to understand than the anime) Rurouni Kenshin [manga] Johnny The Homicidal Maniac (never read this myself, but i've heard a lot of chatter about how good it is) Alien/Predator/AvP (all Dark Horse) Those are all the came to mind right now. Will edit as needed with more suggestions.
It was one of Miller's other Batman comics. TDKR was based on The Dark Knight Returns, which is great.