In list with recent coments – only show one comment per page/post (latest comment)

First you should KNOW all different posts with comments:

global $wpdb;

$SelectSQL = "SELECT DISTINCT `comment_post_ID` FROM {$wpdb->comments} LIMIT 0, 15";
$Rows      = $wpdb->get_results($SelectSQL);

then for each of these posts get the latest comment:

foreach($Rows as $row):
  $comment = get_comments(array('post_id'=>$row->comment_post_ID, 'number'=>1, 'status'=>'appprove'));
  $comment = $comment[0];

...

and continue with the display of comment, hope you are good at PHP 😉 .

See also: http://codex.wordpress.org/Function_Reference/get_comments