This effect can be observed in the comments about <a href = "http://beta.slashdot.org/askslashdot/00/04/24/125238.shtml">what's needed in a UI</a>. Four pages of comments are indicated, but the same comments show up on multiple pages. I don't know if this indicates any sort of pattern, but from a quick look it looked like the comments on the second page were reiterating the comments from the first page in <i>reverse</i> order.
I've seen evidence of this and I think it comes from the default .shtml settings (ie: if you aren't logged in). I think it has something to do with threads and the "startat" parameter. Will investigate further.
This is a display issue with the "startat" parameter. Since we can only say "start at comment ID #x" then that's what we do, but given the type of display (nested or threaded) we may show MORE stories than we intend to and certainly, some comments will be repeated over several pages depending on the user's settings. This really isn't a bug. And it really can't be fixed without an overhaul of the display code.