Attachment is stored in the ContentDocument and ContentVersion

check this:

ContentDocument a = [Select Id, Title, CreatedDate From ContentDocument Where Title = 'your file title in the comment'];
System.debug(' ----' + a);

In this case,

first, find the contentId from the FeedComment,

and then find the Title from ContentVersion

FeedComment fc = [Select Id, RelatedRecordId From FeedComment Where CommentType = 'ContentComment' limit 1 ];
System.debug( fc );
ContentVersion cv = [Select Id, Title From ContentVersion Where Id =: fc.RelatedRecordId ];
System.debug( cv );

Thank you for post; however I do not see relatedrecordid field in object feedcomment Here are fields that I see: Select f.ParentId, f.IsDeleted, f.InsertedById, f.Id, f.FeedItemId, f.CreatedDate, f.CreatedById, f.CommentBody From FeedComment f

Runing select you posted I get:

Compile error at line 1 column 18
No such column 'RelatedRecordId' on entity 'FeedComment'. If you are attempting to use a custom field, be sure to append the '__c' after the custom field name. Please reference your WSDL or the describe call for the appropriate names.

Thanks for your help again.

Document is here:

http://www.salesforce.com/us/developer/docs/api/Content/sforce_api_objects_feedcomment.htm

Please check your API version, must be in Ver. 24

Attachment of Comment is a few feature from Spring'12.