According to the comment everywhere privs page, deleted comments are 'gone for good':
What are comments?
Comments are temporary "Post-It" notes left on a question or answer. They can be up-voted (but not down-voted) and flagged, but do not generate reputation. There's no revision history, and when they are deleted they're gone for good.
However, the request to allow diamond mods to undelete deleted comments got implemented:
On a Question/Show page (not the mod dashboard), moderators can now quickly delete a comment without getting a prompt. After deletion, the standard "deleted content" styles will show the just-deleted comment, along with the "undelete" link.
So, the privilege page is kind of lying right now. Could we make it tell the truth?:
What are comments?
Comments are temporary "Post-It" notes left on a question or answer. They can be up-voted (but not down-voted) and flagged, but do not generate reputation. There's no revision history, and only moderators can delete and undelete them.