For instance, this one (link to a post to !memes@reddthat.com): https://reddthat.com/post/20260613
Pasting it in your search bar should give you this kind of results:
You can then click on it to access the post from your instance (in this example, lemmy.zip: https://lemmy.zip/post/16918691)
Hm. So I understand the different comment IDs on different servers – the point is that searching for https://discuss.online/comment/9004867 on lemmy.world should then return a link to that same comment, with the right ID number for lemmy.world, on lemmy.world. Because through its federation backend it’s able to fetch the comment in question from discuss.online and then determine what is the local ID number on lemmy.world. Exactly the same as how it works for posts.
I just mucked around with it, and it works sometimes but not other times. I suspect that it’s because of backed up federation queues or too-short timeouts or something, but it definitely works some of the time. If it’s unreliable it may not be that good an idea to put into practice, though, of course.