When asking a question, or providing an answer, there's an "Undo" option, also accessible by Ctrl+Z.
However, when writing a comment no such option or keystroke is provided.
I can accept that many of the fancy options provided for Q&A are less appropriate for a simple comment, but an "Undo" is such a basic feature that I feel is should be supported. In fact, I fell foul of its absence just today when an accidental keystroke somehow cleared the whole of my comment field.
[Update added 2013-02-02]
Having been informed that this should be supported, I can confirm that Ctrl+Z does not work for Comments in IE8 on XP SP3, although it does in Firefox on the same O/S.