The per-entry comment settings are Journal Default (whatever you set on the Account Settings page), Disabled (no comments allowed. If chosen later on entry edit and comments exist then those comments are hidden), Locked (only selectable when editing the entry. Prevents new comments and freezes all existing comments), and Don't Notify (Journal Default setting for who is allowed to comment, but you won't receive any notifications about comments made to the entry).
These options don't seem to be documented anywhere. FAQ 23 lists Comment Setting per Entry but doesn't explain what they are and FAQ 62, which is linked from the ? icon next to Allow Comments? on the Post an Entry page, doesn't really mention per-entry options at all.
FAQ 23 seems the logical place to include them, but FAQ 62 is where the help icon links to. Any thoughts?