Kind of related to this question:
Should we get notified of deleted comments we've replied to?
I just deleted some comments that were a reply to a comment that was deleted. Unfortunately, the original poster had replied to mine, so there's now half a thread of comments left behind. As far as I'm aware (correct me if I'm wrong), there's no way to inform the other user to clean up, without adding another comment that I'll have to clean up myself later.
How about adding the ability for a commenter to specify if they're replying to a comment, and if that comment is deleted for any reason, then the reply (and subsequent replies) are also deleted. It would surely save a fair amount of cleanup effort.
I know there's a lot of questions relating to replies on comments, but I couldn't see any of them suggesting an 'auto-delete replies' feature. The one I found above is similar, but only goes as far as to suggest notifying the user to clean it up themselves.