Incredibly, I couldn't find a single, consolidated and up-to-date answer for this question. All I found was people complaining about missing notifications, discussions about changes in the notification system, and questions about @replies.
So here is what I think I know:
If I ask a question, I get notified about all comments, on the question or on any answer.
If I write an answer, I get notified about all comments on my answer.
Otherwise, I'm only notified if the comment contains a @reference to me
Is that really how it works? Do I get automatic notifications in any other situation?
On a question, you will receive notifications automatically for comments on the question only, not the answers.
One exception is auto generated comments, like closing as duplicate: you will not get notified of such comments.
On an answer, you will receive notifications automatically for comments on your answer.
On any question or answer, you will receive notification when you are pinged (@name).
Pings are slightly more complex, as they are potentially ambiguous. @name will match the eligible user with a name beginning with name that most recently acted in the thread. The following actions make one eligible for receiving a ping:
Commenting on the post.
Editing the post.
(♦ moderators and users using the dupehammer only) closing a post.
For the rules on writing a ping, refer to the faq.
There is also an automatic / implied ping:
If you are the only user to comment on a post, and its author posts a comment without an @notification, you will be notified.
@repliesand their syntax. My question here is "I know
@repliesforces a notification, but when else am I auto-notified?".