Even though WordPress is already planning (or rather debating) on updating WordPress for iOS with push notifications, it looks like a third party app by Kele (of DevShare) may finally alert WP fans whenever they receive a new comment upon their blog.
CommentPush let you receive iPhone push notification when someone leave comment on your blog or the blog you subscribe for a push notify.
You never need check your blog manually again and again just looking for new comment.
Working on iPhone, iPod Touch, iPad. (Comment Push)
The app only supports WP.org users (aka self hosted bloggers) as it requires you to install a plugin in order for the app to send push notifications to your respective iDevice.
Once installed, users have to configure whether they want to receive push notifications for every comment submitted (which is an insane option as that includes spam) or for verified comments that appear on your WordPress blog.
Unfortunately the app does not present you with an option to open up the official WordPress iPhone app (a feature I would pay money for!!) but instead launches you within Comment Push itself, who gives you the option to visit your blog in Safari.
Comment Push is currently free in the app store (note: iTunes link), and until the WordPress crew integrates push notifications within the WP iOS app, Comment Push is a must have app for WordPress fans everywhere.