If you use Chrome there's an extension for that. I don't remember what it's called or if it works on other browsers but I'll find the name and update this when I get back to a real computer.
I don't think it works on different browsers and it can get annoying when you use multiple machines because the read comments don't transfer, but otherwise it is a very nice tool.
UPDATE: It's called HN Unread Comments and you can find it at https://chrome.google.com/webstore/detail/fpndmkcfggkffpablc...
I don't think it works on different browsers and it can get annoying when you use multiple machines because the read comments don't transfer, but otherwise it is a very nice tool.