Upgrade to WP 2.8 broke the comments permalinks, 2.8.1 didn’t help. The user would get an error page after posting a comment (comment was posted) and clicking on any of the links to a comment went to the-url-for-the-post/comments-page-1#comment-id which would get you a 404. In the admin settings discussion area there is a (new?) setting to break comments up into pages of 50. Turning this off fixed the problem. I’ve never had 50 non-spam comments so that shouldn’t hurt too much. Plus I don’t think I ever turned it on in the first place.