We have a problem with comment spam on our site (a news and prediction market site, using Drupal). We introduced captchas, activated nofollow, all to no avail -- there are some very persistent spammers who will still go through the trouble of entering captchas just to have their stupid links show up at the bottoms of comment threads. It's not a huge issue, but it's definitely an irritant and added cost, in terms of the staff time required to clear it out.