zorro:
kof doujinshi is the most common type in japan
On that same coin, the most common type is yaoi doujinshi (mostly featuring Kyo x Iori), with hentai coming in at a fairly distant second (just check Yahoo! Japan and jpqueen.com for proof).
In addition, there have been at least two different manga anthologies for every King Of Fighters game ever produced (from '94-'01; there were also 4-koma anthologies for KOF R-1, R-2, and '99 Evolution).
Also, famous manga artists have drawn SNK-related manga/doujinshi. Kyoko Tsuchiya (character designer for WeiB Kreuz) did a Samurai Spirits doujinshi, Nobuteru Yuuki (character designer for Escaflowne, X, and Record of Lodoss War, among others) drew the cover to the KOF '96 manga anthology, Kiyohiko Azuma (creator of Azumanga Daioh and artist for Tenchi Muyo, Pretty Sammy, and Battle Athletes) did a story in that same anthology, Yukiru Sugisaki (creator of D.N.Angel, Brain Powered, and Candidate For Goddess) created a KOF doujinshi back in early 1997, Eiji Shiroi (character illustrator and cover artist for games such as Samurai Shodown I-IV and Fatal Fury 2, among many others) illustrated a short story in the Capcom VS SNK: Final Round manga anthology, Kita Senri (artist for Samurai Spirits 64, Warriors Rage I and II, and Nakoruru [dating sim]) did a few 1-page gag strips for the SNK 1P gag manga, Aoi Nanase (character designer for the Samurai Spirits II OVA mini-series) did a whole bunch of Samurai Spirits doujinshi before getting her big break, and Hiroaki (cover artist for KOF '01 and '02, and artist for Buriki-One, Fatal Fury: Wild Ambition, and KOF EX-2) illustrated the covers for the KOF '01 manga anthologies (both volumes) AND drew a short story in volume 2.
On that same note, Eiji Shiroi provided all the artwork for every Samurai Spirits game ever made (with the exception of SS 64 and Warrior's Rage 1 and 2; those were done by Kita Senri), including both NGP games.
The animated openings for the PSX versions of Last Blade and Real Bout Special: Dominated Mind, and the DC port of King Of Fighters '98 were all done by Sunrise (the animation studio behind the many Gundam series, Escaflowne, and Inu Yasha, among countless others).