looking into /wp-includes/comment-template.php (line 1348; part of the comment walker), there is this line:
<<?php echo $tag ?> <?php comment_class(empty( $args['has_children'] ) ? '' : 'parent') ?> id="comment-<?php comment_ID() ?>">
empty( $args['has_children'] ) ? '' : 'parent' seems to work if used in the comment-callback function in twenty ten.
it seems that a theme with standard
wp_list_comments() would have the css class
.parent automatically on the
<li> tag of comments with replies (untested).