When in the forums, you can view anything you have posted in, anything you started, or anything you tracked. The menu for that is on the right side and in the main menu drop-down under Forums.
In your profile, under your Content, you can only see content you created.
The other option is to track everything where you post. You don't get a list of where your comments are, in anything other than the forums and the Topic's I'm Tracking link but you will get notified when any new replies are made on them.
In:
http://www.chess.com/members/view/Nipplewise
I can see my last thread, but not the few messages I've written so far in other threads.