Plugin…

https://wp-plugins.net/
look under the comments section.
google turns up quite a few, too.
Just be sure they’re compatible with whatever version of WP you’re running.

I wasn’t really able to find something that I saw would work this way… am I missing something really obvious…

You may try this then
https://mtdewvirus.com/code/wordpress-plugins/

Called “recent comments.”
I used it once with 1.5. Don’t know about 2.0, though.