The manga Koma Hibiki (駒ひびき) is a relatively new one.
Also The Ryuo's Work Never Ends (りゅうおうのおしごと) is a light novel series that got a manga and upcoming anime adaptation.
Both caught my attention, though I've only read the first one so far. I've started reading the latter but only a bit so far.
There's also 2 other manga I have called Komakoma (which I realized I haven't read at all) and マンガでマスター 将棋教室 by 橋本崇載 though the latter is more of a how-to-play shogi kinda book with a story set in it and told by means of manga. It was still worth checking out though cause I still learned some stuff from it.
My Neighbour Seki, Master of Time-wasting also has I think 2 episodes of Shogi (the entire series was really short, so I think 2 is considerable, cause there are also shows that have only 1 episode of shogi, like Gabriel Dropout and Etotama).
[Manga/comics]
・Gekka no kishi(月下の棋士)[comics & SONY-PS-games]
・Oh-gari(王狩)Koudan-sya afternoon comics
・Ayumu no koma (歩武の駒)/Kazuhiro Murakawa
・To-cyan no oh-sho (父ちゃんの王将)/Shinji Mizushima
・5-5(goh goh) no ryu (5五の龍[竜])/ Jiroh Tsunoda
[Text & comic]
・Magical shogi-nyumon(まじかる将棋入門)
/ Ryuichi Shiina & Genki Gotoh
and more...