They sure did! 83 issues. Futurama Comics - wikipedia
I don't have any of the physical copies, but I occasionally see highlights from them like this when looking for futurama memes.
@Sylver@lemmy.world @kaitco@lemmy.world - tagging since y'all had also asked
Since people don’t seem to know Bongo Comics, I’d like to point out Radioactive Man
It’s a great comic.