Comments were renamed as Screen Tips in Visio 2003 because
Annotation/Reviewer's Comments were introduced.
If you are talking about Screen Tips:
The Screen Tip cell, still called Comment, can be made printable in a
report, or with a custom callout shape, by adding a custom property (shape
data) row, called say "Comment", with the Formula =GUARD(Comment)
If you are talking about Annotation/Reviewers Comments:
These are associated with the page rather than a shape and are not available
directly in a report or in a diagram, unless you go through some code
acrobatics, such as add a shape for each annotation row found in the page
shapesheet. I provide such a technique in my book (complete with VBA
code)....
