There are 3 ways to save a comment within HN: comment, upvote (your list of upvoted comments is visible to you only), favorite (your list of favorited comments is publicly visible). To favorite a comment you have to visit that comment specifically (click on its timestamp).
There are of course other ways to save comments, such as bookmarking with your browser or other bookmark applications.
There are of course other ways to save comments, such as bookmarking with your browser or other bookmark applications.