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rt-add-link-target.php

<?php

function rt_add_link_target( $content ){
	// use the <a> tag to split into segments
	$bits = explode( '<a ', $content );
	// loop though the segments
	foreach( $bits as $key=>$bit ){
		// find the end of each link
		$pos = strpos( $bit, '>' );
		// check if there is an end (only fails with malformed markup)
		if( $pos !== false ){
			// get a string with just the link's attibutes
			$part = substr( $bit, 0, $pos );
			// for comparison, get the current site/network url
			$siteurl = network_site_url();
			// if the site url is in the attributes, assume it's in the href and skip, also if a target is present
			if( strpos( $part, $siteurl ) === false && strpos( $part, 'target=' ) === false ){
				// add the target attribute
				$bits[$key] = 'target="_blank" ' . $bits[$key];
			}
		}
	}
	// re-assemble the content, and return it
	return implode( '<a ', $bits );
}

add_filter( 'comment_text', 'rt_add_link_target' );

?>

Love the gist. One thing I noticed is that when it runs through the first bit, it will add an errant target="_blank", so I added
if ( strpos( $bit, 'href' ) === false ) continue;
after the foreach opening and that seems to fix it!