The first of these to get mentioned here is the Cambridge Companion to Shakespeare and Popular Culture.
So this book was published in 2007, only two years ago. And as far as I can tell, there is absolutely no excuse for the fact that Stephen Orgle - of all people! - writes 26 pages on "Shakespeare Illustrated," concluding that print is dead, and never mentioning comics even once. This is made all the worse because I usually need no excuse to heap praise on Orgle, one of the best critics of Ben Jonson without qualification or exception.
Comics get only one mention in the entire book. "Comics" is not in the index, but Gaiman is, because of course his use of Shakespeare is mentioned very briefly in Douglas Lanier's "Shakespeare: myth and biographical fiction," where it illustrates the tendency of some authors to root Shakespeare's genius in an imagined trope of personal loss.
A very disappointing start. Fortunately, the illustrious Mr. Nevins pointed me towards many other, far more lucrative, resources, which I hope to elaborate upon in further entries over the days and weeks to come.