This one is bizarre. I've got 3 WordPress 2.9 installs going. On installation #1, I haven't had a comment since upgrading from 2.8.x and the comments feed works fine.
On installation #2 and #3 (no comments prior to upgrading to 2.9), calls to my comments feed url return a 404. However, the comments feed for individual posts works fine. The site feed works fine. Category feeds work fine. It's just the comments feed at: