Matt Mcgee of St. Mark's Comics in New York City saw our discussion of Coheed and Cambria (see 'Bob Schaefer of Dragon's Lair on 'Coheed and Cambria'') and sent us some info on the two comics that preceded the graphic novel:

Just to further clarify, there were two issues of 'the bag on-line adventures: Second Stage Turbine Blade' that were also available through Diamond (from Evil Ink Press, I believe).

The graphic novel Good Apollo I'm Burning Star IV is based on their third album which is the first part of the fourth chapter of the story.  The Second Stage Turbine Blade comic is based on their first album, which is the second chapter of the story.  They are sci-fi nerds and their entire band is based on the intergalactic bounty hunters named Coheed and Cambria.  If Diamond is unable to provide these comics, retailers should probably check out Equal Vision Records (the bands former 'indie' label that I know at one point had the comics).