The assertion that previous wars didn't have an artistic/creative opposition or response is inaccurate. I will address WWI specifically. There are many examples of an artistic response to that war that vary by medium and social context.

Some of the most powerful works with anti-war themes were literature. Under Fire was a novel published in 1916 by a French soldier Henri Barbusse. Barbusse claimed that the work was the true account of his exprience in the war, based of his journal, though others have disputed it's accuracy. Barbusse was a pacifist, and after the war became a full blown socialist. The novel depicted the gritty realism of war, in contrast to many previous works which portrayed the experience of war in a positive light.

The autobiographical Journey to the End of the Night (1932) by another French writer, Louis-Ferdinand Céline, is not strictly anti-war. However a significant part of the book describes the authors experience as a soldier in a negative light. He paints the generals and leadership as corrupt and incompentent, himself and fellow soldiers as cowardly and lazy, and the act of war as meaningless and futile. This work would go on influence the 60s counter culture that was described in the OP, notable referenced in the song 'End of the Night' by the Doors.

Jonny Got His Gun (1938) by Dalton Trumbo is a novel narrated by a grievously injured soldier recovering in a hospital. After failing to commit suicide the narrator decides he should tour the country and use his injuries to educate about the horror and futility of war. This work would later be adapted into a film in the time period of anti-Vietnam War creative works you refer to in the OP (1971).

All Quiet on the Western Front (1929) was a novel published in Germany by author Erich Maria Remarque. It is the account of a German soldier during and after the war, and like the other works it portrays the futility of the war. It's English translation was extremely popular.

You specifically asked about avante garde works of art. During WWI the dada movement arose as a direct response to the war. Though there was activity in cities across Europe and in New York, much of the movement was based in Zurich, Switzerland by artists such as Hugo Ball and Tristian Tzara. As a neutral city it allowed artists from across the world to communicate and work together outside the pressure of the war. The dada artists' critique of the war was based in a broader rejection of capitalism and nationalism, which many believed were the root causes of the war. Capitalism and nationalism were seen as logical and so dada artists embraced chaos and the absurd. Their artwork reflected this interest in the absurd and attempted to reproduce the chaos of the world and even offend the sensibilities of the viewer. My favorite example is [Fountain] (http://www.tate.org.uk/art/images/work/T/T07/T07573_10.jpg) by Marcel Duchamp. The artist signed a urinal and submitted it to an exhibition.

Sources: Richter, Hans Dada: Art and Anti-Art (New York: Thames and Hudson, Inc, 1985) Also the four novels mentioned earlier.