FWIW, you can link to comments by combining the URL used behind the scenes to retrieve them with the internal ID for the specific comment:
http://meta.stackexchange.com/posts/27319/comments#comment-57475https://meta.stackexchange.com/posts/27319/comments#comment-57475
However, this relies on specific aspects of the current implementation, and there's no guarantee they won't change at some point in the future. Don't count on these links being permanent!
Or, even worse, combining the permalink of an answer (to ensure proper pagination) with the id of a comment, which however might not be shown on a page if there's too many comments, or if it's deleted (and hence would result in the page not scrolling at all):
Links from the profile page currently use a slightly different format, where the comment ID has the answer ID appended to it (comment-<commentID>_<answerID>): comment-57475_27319 - this triggers a bit of client-side script that'll scroll to the proper answer and expand comments... So it works great, but again: very implementation-specific, so be wary of using this anywhere it has to keep working long-term (at least for now): if the format changes, this won't even be recognized by the browser as a valid ID.
For a userscript that'll make this easier, see the SEModification.user.js available here.