I have a screen saver for Mark of the wolves, The Fatal Fury series and used to have one for KOF 96. the first 2 are flash type screen savers and run kinda slow. the KOF 96 was somewhat intersting but had alot of Kanji in it. I have not looked at there size I would have to check, however they were promo items given out with the KOF Zillions comic books. Except for the KOF 96 of course.
Probably the coolest thing that came out of the comics was a VCD which had a 3d battle of Iori VS. Kyo. Now that looked cool. I have not seen to many themes yet.