There are frequent request to put "Recent comments" in the blog sidebar. Beautiful Beta Widget Installation and Downloads Page has provided a way for installing such a widget. If you scroll just a bit down the page, you will see a section "Recent comments widget".
I have tested the widget for the blog Blogging Ideas and found that it worked well. You can see it toward the bottom of the left sidebar.
To install the recent comments widget, click on "Add Recent Comments to Blog" and you will get to a configuration page:
As you can see from the screenshot, you will be required to replace the "beautifulbeta" part of the blog URL and replace it with the blog you intend to install the widget in. However, I really don't see the need for this, for later, you will be required to chose the blog you want the widget to be installed in again. You may change the widget title from the default "Recent comments" to something else and to change the other default setting if you want. When you are finished, just click "Customize" and the "Add Widget to my Blog" will be activated. Click on that, and if you happened to be already signed into your Blogger account, you will be taken to Blogger page "Add Page Element" where there is a drop-down menu to chose the blog you want to install the widget in. Do that, then click "Add widget" and the widget will be added to the top of the first instance of the sections of the Layout, which in my case was the top of the left sidebar. I didn't want it there, so I dragged it to the bottom of the left sidebar and click "Save" at the top right of the Layout. You can see the result at Blogging Ideas.