They're usually called "cartoons". A cartoon that consists of two or more frames telling a story is called a "strip cartoon".
A caricature is an image of a person in which certain characteristics have been exaggerated for comic or satirical effect. In English, we don't normally refer to the whole drawing as a caricature, although many political cartoons do include one or more caricatures.
For example, on this page you can see one cartoon: this cartoon contains caricatures of George W. Bush, Tony Blair and Alan Greenspan.
A comic is usually a magazine containing several strip cartoons, or possibly one very long one. They are usually aimed at children, although there are some more adult comics.