First time I've seen this on my WPMU1.0 installation, using Mike Smullin's Ajax Comments plugin. Someone commented on blog post A but the comment was attributed to blog post B and that's where it appeared until I went into MySQL and fixed it.
Google Analytics confirmed that the commenter clicked on the Add Comment link for post A
Anyone see anything like this? Could this be due to cookie confusion, perhaps by surfing the blog in two different browsers/tabs simultaneously?