Sure. Use the userscript I made here...
// ==UserScript==
// @name Show Comment Markdown
// @namespace cai
// @version 0.2
// @description Show the Markdown source of a comment, useful for copy/pasting.
// @author Cai
// @include http://stackoverflow.com/*
// @include http://serverfault.com/*
// @include http://superuser.com/*
// @include http://meta.stackoverflow.com/*
// @include http://meta.serverfault.com/*
// @include http://meta.superuser.com/*
// @include http://stackapps.com/*
// @include http://*.stackexchange.com/*
// @include http://askubuntu.com/*
// @include http://meta.askubuntu.com/*
// @include http://mathoverflow.net/*
// @include http://area51.stackexchange.com/proposals/*
// @exclude http://chat.*/*
// @grant none
// ==/UserScript==
function with_jquery(f) {
var script = document.createElement("script");
script.type = "text/javascript";
script.textContent = "(" + f.toString() + ")(jQuery)";
document.body.appendChild(script);
}
with_jquery(function ($) {
$('head').append(
$(
'<style>' +
'#markdown-clipboard { \
position: fixed; \
top: 0; left: 0; right: 0; bottom: 0; \
background: rgba(0,0,0,0.2); \
} \
#markdown-clipboard textarea { \
display: block; \
width: 400px; \
height: 160px; \
margin: auto; \
padding: 20px; \
box-shadow: 0 2px 5px rgba(12,13,14,0.3); \
background-color: #FFF; \
border: solid 1px #9fa6ad; \
} \
#markdown-clipboard-close { \
cursor: pointer; \
display: block; \
margin: 30vh auto 20px auto; \
text-align: center; \
font-size: 2em; \
color: #fff; \
background: #0C0D0E; \
width: 30px; \
height: 30px; \
line-height: 28px; \
} \
.show-markdown-link { \
cursor: pointer; \
color: #9199a1; \
opacity: 0; \
} \
.comment:hover .show-markdown-link { \
opacity: 1; \
}' +
'</style>'
)
);
$('body').append('<div id="markdown-clipboard" style="display:none;"><span id="markdown-clipboard-close">×</span><textarea></textarea></div>');
$(document).ajaxComplete(function(){
$('.comments').each(make_copy_links);
});
$('.comments').each(make_copy_links);
function make_copy_links() {
$(this).find('.comment:not(:has(.show-markdown-link)) .comment-body').each(function () {
$('<span class="show-markdown-link" title="Source">| Source</span>').click(show_markdown).appendTo(this);
});
}
function show_markdown() {
var comment = $(this).closest(".comment");
var cid = comment.attr("id");
var cdash = cid.lastIndexOf('-');
var comment_id = cid.substring(cdash + 1);
$.getJSON(window.location.protocol + '//api.stackexchange.com/2.2/comments/' + comment_id + '?site=' + window.location.hostname + '&filter=!)Q29lpdRHRpfMsqok1CFj-3(',
function (data) {
var markdown = data.items[0].body_markdown;
$('#markdown-clipboard').show().find('textarea').html(markdown);
}
);
}
$('#markdown-clipboard-close').click(clear_clipboard);
function clear_clipboard() {
$('#markdown-clipboard').hide().find('textarea').html();
}
});
This gives you a "Source" link at the end of every comment, which when clicked will show you the Markdown source of the comment in a popup.

It's also worth noting that you can copy comments in Markdown via the iOS app (not sure about the Android app though).