As shown
here, you can set the action of an html form to be "mailto:
some@email.address" and it will submit the results over email (note: it all this does is open a new email message for the user with your data fields filled in, then the user has to actually click send. Try it on the page linked above).
As noted above, the only way to store comments from users is to store send them somehow to a server (it obviously makes no sense to try to store them on the client).
--HTML forms interacting with a CGI/PHP/etc script is the usual method, but I could think up some rather obscure ones
--perhaps using an XMLHttpRequest in javascript as a mock socket connection to some computer you have set up
--or just embed a java applet to get the most flexibility: you might even be able to find a SMTP client written in java that could send the email result to you like above, but do it all transparently, without the user seeing a new message open up and then have to click send, etc.
--Something similar is probably available in Flash/Actionscript as well, but I don't have experience there.
Of course the last three options aren't "pure" html or even dhtml, which seemed to be the point of your question, however it does keep all the functionality on the client side so you don't need server side scripting on your particular webhost, but it's really difficult to find a webhost now that *doesn't* support server side.
Hope one of those options works for you
--Ryan
P.S.: Check the control panel of your webhost, many of them have a library of commonly used, prebuilt CGI scripts such as bulletin board, comment box, email-to script, etc that they will give you simple instructions on how to call from your page. If your particular host has these, that would be by far the simplest way to go.