I have this problem too, and I've tried several different themes, plus installed a completely new copy of wordpress, using a new database, and in a new location (was /wp, is now /omb). The comments form does not show up on the permalink page (using single.php), and I would never have noticed (not being one to get a lot of comments usually) if a new reader had not remarked that she couldn't find where to put a comment.
<?php comments_template(); ?> in the template and a comments.php file, and I've had various problems with wordpress over the years but never one like this, and it is driving me insane that I can't fix it.
Additionally, the "more" tag doesn't work - it shows up but when you click it to go to the permalink page, it also has the "read more" link and nowhere does the full text show up. This is also driving me insane.
I want to concentrate on producing content, not spend entire days weeping with frustration.
edit to add my url: http://orangemoon.cbd-hosting.net/omb