Sally does appear in the comic series "Sonic The Hedgehog", which are released from the publisher "Archie".
The stories of the comics are existing since 1993; the same year when the TV-series "Sonic The hedgehog" (Sat AM) was produced and came out.
Since that time there were been no pauses and nowadays there are also produced new comic-issues with fascinating stories over and over again further on.
Sonic Archie Comics are coming from the USA.
So you have to import the comics from US-America, if you don't live in that country.
Withal fans have the choice between:
A directly commission at the Archie Comics
A separated commission at Ebay
A separated commission at Amazon
A subscribing, for example at Black Dog (if you live in Germany)
(I need to emphasise a thank you to Tobibrocki for the reference!)
A subscribing, for example at DHC (Disposable Heroes Comics)
(I need to emphasise a thank you to FireballStardraco from DeviantArt for the reference!)
And of course a collectively collecting order from fans for fans organized, to save costs because of the import.
For example at the forum at Sega-Club
(I need to emphasise a thank you to Tikal and to AstroTiger for the support!)