I was wondering if it is possible to link to a comment? For example, the second comment after this reply Questions about geometric distribution
You can obtain links to comments by clicking on the time of the comment posting, which appears right after the name of user who posted it. (Looking at the recent activity in the thread that Hendrik's answer links to, this appears to be a new feature.)
Another way is to find the comment in the activity tab of the user who posted it, and click the link there.
Have a look at this question on meta.SO: How to link to a comment? I don't know, however, if the solutions provided in the answers still work.