Having watched the film again last night for the first time since the cinema, I have a renewed interest in what you are trying to do here.
Feeling inspired i thought I'd do a quick mock up for one of the ideas [sort of] suggested - It's far from perfect [the font is wrong for one thing] but mainly I was just trying to keep it in the style of the main titles without being intrusive.
And have you considered at all maybe inserting Narration form the motion comics? - Although i dunno where you'd fit it since Rorschach berely ever seems to stop talking. I guess in the film he kind of IS the Narrator.
Also, I dunno if this is useful to you at all, but I found it to be an interesting read. Found it by accident...
http://www.lettercult.com/archives/387