I am no longer, as of this morning, receiving email notifications of comments or of comments needing moderation. I checked my settings and both are still checked. I haven't added any plugins or made any other changes and I've been receiving them until today. I had one in my inbox this morning, but when I go to the blog it shows 8 posted today on the latest post. I had some in my moderation queue too, that I did not receive emails for. I had someone send me a test email, to make sure it wasn't an email issue, and post a test comment. I got the the direct email but not an email to alert me of the post or to alert me that it needed moderation.
I'm using WP version 3.5.1 but did not just upgrade. I upgraded as soon as it came out and it's been working until now.