There is a "share | edit | flag" link cluster at the bottom of every answer. The "share" one is a link to that specific answer. (Kyle Cronin's answer was once correct, but the relevant link is now "share" (not "link").
You can
- right-click "share" it, and can copy the address from the right-click menu (as Kyle Cronin describes in the originally correct answer) or
- just click it (left-click), which takes you to the answer address, and copy the address from your browser address barthe "sharing" dialog box.