Alan Moore is more like the Bertolt Brecht of comics to, say, Jack Kirby's Stanislavsky; while the one helped to set the basic ground rules for the medium as it is in the modern world, the other developed it as a method of communicating heavy political themes and speaking to the reader.
(I am of course foolishly generalising. Will Eisner could be credited for setting the ground rules just as much as Kirby, and both of them involved political themes in their work - I'm just trying to, you know, lay down a point.)
I have no idea what equivalent Grant Morrison or Neil Gaiman have in the theatrical world. Certainly I'd see Warren Ellis having a brother in Kenneth Tynan, and perhaps Loeb is...I dunno...a failed drama student trying their hand at directing a play despite not knowing the first thing about it?