Here's three examples of what I'm referring to: cover by Ron Wood cover by Christine McVie cover by John Entwistle
Annie Haslam-- current Renaissance cover (Symphony of Light) Lots of Pollard/GBV covers Andy Partridge -- original Skylarking and others
Most Joni Mitchell albums between 'Turbulent Indigo' and 'Dreamland'. Also Court and Spark looks like it could be a sketch by Joni, and there's the drawn extension of the stadium photo on 'Miles of Aisles'. There are probably a few more that I can't think of off the top of my head.
I've always loved this self-portrait cover by Butch Hancock, for his album Own & Own. Not exactly what the OP had in mind, I think, but self-created art nonetheless.