Robert, great question about the Approval Comments idea. Honestly, it is a lot of APEX Data Loader work if you are comfortable pulling down API-only objects and matching them up.

I have used one AppExchange app which was from a company located in England a few years ago, but haven't used any app recently. Check out my original post if you'd like to try the longwinded comments retrieval from the Data Loader... but if you have a more on-demand need, it might be worthwhile to look at app vendors. DM me if you need details. 

https://success.salesforce.com/ideaView?id=08730000000l7s0AAA