If you don't know, there's a queue that holds comments, searching for spam. Every so often, it takes an inordinately long amount of time for comments to pass out of the queue and appear on the story.
Check back on comments you've made that are more than 24 hours old. That should be long enough for them to have escaped the queue, even at its slowest.
If they're still not showing up after that long, there may very well be something that needs to be researched.