I found a grease-monkey script[2] for parsing footnotes in Paul Graham's articles, but I need to modify it slightly to get it to work per-comment. I'm thinking simply hyperlinking the original footnote anchor to the target destination (if one exists) would suffice.
Most comments are obviously not that long, but some screens (on net-books and handhelds) are small enough to require scrolling. If executed properly, and widely used by commenters, it might work well for quickly opening a link without jumping to the bottom of a comment, and for easily revealing context of the links in footnotes.
Grease-monkey is great, but Mobile Safari and Opera Mini don't support user-scripts. If a server-side solution would be a better idea, would the regular BBCODE-style hyperlinks with custom anchor text be a better solution? Let me know what do you think.
[1] http://news.ycombinator.com/item?id=1667285
[2] http://userscripts.org/scripts/review/6954