As you probably noted there is such feature on this site as Trackbacks.
Here is small excerpt about trackbacks:

In a nutshell, TrackBack was designed to provide a method of notification
between websites: it is a method of person A saying to person B, "This is
something you may be interested in." To do that, person A sends a
TrackBack ping to person B.

TrackBack ping: a ping in this context means a
small message sent from one webserver to another.

And why would person B be interested in what person A has to say?

  • Person A has written a post on his own weblog that comments on a post
    in Person B's weblog. This is a form of remote comments--rather than
    posting the comment directly on Person B's weblog, Person A posts it on his
    own weblog, then sends a TrackBack ping to notify Person B.

  • Person A has written a post on a topic that a group of people are
    interested in. This is a form of content aggregation--by sending a
    TrackBack ping to a central server, visitors can read all posts about that
    topic. For example, imagine a site which collects weblog posts about Justin
    Timberlake. Anyone interested in reading about JT could look at this site
    to keep updated on what other webloggers were saying about his new album, a
    photo shoot in a magazine, etc.

One more thought about using trackbacks instead of comments on blog are
taken from

"Personally I love finding that other people have commented about my post
(every pingback, trackback and new referrer I receive automatically sends me
an e-mail). I don't like having comments on my Web log because I believe if
you want to comment then you should do so on your own Web log. If I'd wanted
to host a discussion forum, I'd have installed discussion forum software,
not Web logging software!"

(Post originally written by Ruslan Spivak on the old Nuxeo blogs.)