The sites have been done using Dreamweaver. The links are absolute which is a
bad practice (an option hasn't been unticked).
Httrack converts "/images/spacer.gif" to an absolute address
<http://www.whiteninjacomics.com/images/spacer.gif> (same problem with css
etc) but doesn't convert it to a relative address and download it (or the css)
while it should.
It only downloads everything for the page you put in the URL to download. 
What you can do is try to enter the list of pages you want, the images should
be downloaded (they were downloaded by default): 
<http://www.whiteninjacomics.com/archive-comics.shtml>
<http://www.whiteninjacomics.com/comics/severed.shtml>
<http://www.whiteninjacomics.com/comics/pethip.shtml>
and so on
The images will be downloaded but they may be in a wrong folder (that was the
case for me).
Copy the images to the folder where they should be and you will be able to
browse offline.