If you click on a comment's date, it will give you a url to an anchor. For instance:
http://blog.stackexchange.com/2015/06/stack-exchange-podcast-65-the-word-has-two-meanings-you-see/#comment_10
When you are on that page, it brings the comment to the top of the page. But it doesn't work as a permalink. Instead, the page is loaded as if the anchor doesn't exist.