Apparently, Haloscan (the free comment provider I've been using) archives comments older than 4 months.
In other words, they disappear and there's no way to get to them.
At least, not without upgrading to a premium membership.
Want to see your archived comments to check if there's anything that needs saving? Upgrade to a premium membership.
After checking, I see that it does get a line in the FAQ, though I daresay that they don't go out of the way to tell you this.
Bye-bye, Haloscam. (Oooh, burn!)