comments in sidebar

<?php
global $comment;

if ( $comments = $wpdb->get_results(“SELECT comment_author, comment_author_url, comment_ID, comment_post_ID FROM $wpdb->comments WHERE comment_approved=’1′ ORDER BY comment_date_gmt
DESC LIMIT 5″) ) :
?>

<h2 class=’coltitle’><?php _e(‘Last Comments’); ?></h2>

<?php
foreach ($comments as $comment) {
echo ‘
• ‘ . sprintf(‘%s <span style=”text-transform: lowercase;”>on </span>%s’, get_comment_author_link(), ‘comment_post_ID) . ‘#comment-‘ . $comment->comment_ID . ‘”>’ . get_the_title($comment->comment_post_ID) . ‘‘);
  echo ‘

‘;
}

?>

<?php endif; ?>

Stolen from Identification Bands Theme.

There are also recent comments plugins.

http://www.coffee2code.com/wp-plugins/#customizablecommentlistings