So I’ve been reading Peter David’s Atlantis Chronicles and the various “World of” (Krypton, Metropolis, Smallville) series from the Superman line. Are there any other World-Building Comics that serve explicitly to establish background?
There is History of the DC Universe, which sets up the post-Crisis timeline. For more details on particular characters, you can check out Who’s Who: The Definitive Directory of the DC Universe and DC Secret Files and Origins. You may also like the Secret Origins series from the 1980s, which is exactly what it sounds like (and is more narrative-driven than the other comics I’ve mentioned).
In addition to the series that @AlexanderKnox mentioned, there’s also DC Universe: Legacies, which retells the entire history of the DCU from the start through Infinite Crisis, and JLA: Incarnations, which traces the history of the JLA through various, well, incarnations of the team.
A couple Batman ones also: