It depends. LJ is particularly bad for this -- it's really not good at letting you follow a continuing conversation.

The larger blogosphere just has people post comments on their own blogs and uses trackbacks to link them to the original posts -- but lj's security model doesn't really work well for that, at least in theory.

OTOH, I think this is a case (for LJ, anyway) of the technology not keeping up with usage rather than an intrinsic flaw.