Sheena, a British import, made her U.S. comic book debut in Jumbo Comics 1 in 1938, but didn't make the cover until the following year, in no. 9, as depicted by Lou Fine. No, that ain't her with the gnarly teeth. She's flying out of the tree at left.
In 1940 she makes her second cover appearance in this illo by Will Eisner.
Sheena's third Jumbo cover, also 1940. This one's a collaboration by Eisner and Bob Powell.
More adventures of Sheena on the way.