Yes! There's a handful of technologies that enable exactly this kind of thing! Check out the Wordpress page on the IndieWeb wiki for a start: https://indieweb.org/Wordpress
The technology that enables comments to work across blogs is called Webmention, and there's a plugin for Wordpress too! https://wordpress.org/plugins/webmention/
Feel free to drop by the chat if you'd like help getting started with any of this! https://indieweb.org/discuss
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