Youtube has added the ability to see all your comment history from the History > Comments on videos history tab.
It doesn’t seem to be a native way to do this. However, I found this eHow article that lists a few (cumbersome) methods for finding your comments.
Enter the username and click “Search comments.” This is the one current YouTube feature that does allow direct username searches to find comments. However, only recent comments in the past few hours come back in the search. Use this on the same day of posting a comment before it exceeds the search result time limit.
Use the Favorites section to find comments on videos that the user marked as favourites. Log in with the “Sign In” link at the top and scroll over the username at the top of the page. Click on Favorites in the menu that drops down. This section links to the user’s “favorited” videos, but the user must then click on each video and search through the comments to find his own comments. This section does not show all the viewing history of the user. However, the videos may contain many of the comments searched for because this lists the user’s favourite videos.
Use the History section for a more thorough search. Log in with the “Sign In” link at the top. Click “History” at the top or scroll over the username at the top and click “Account.” The Account section has a comprehensive list of features. Click “History” and visit each video to find comments.
Use the Video Comments feature in the Account section to find personal comments that have received a reply. Click on the list of replies and the video link in each reply to see the videos. Search the comments for the user’s username to find comments. This is also a limited feature but shows some of the more active conversations involving the personal user.
My YouTube user name is Siddharth Swaroop.
Therefore, I would conduct a Google search for:
"Siddharth Swaroop" site:youtube.com/all_comments