Analyze webpage using built-in filters. Download pdf files, html, images, music, video.
download Images: gif, png, ico, jpg, bmp
download html files: html, css, js
download archives (rar, zip, 7z, jar, tar), doc files(doc,xls,), exe and msi
download video: mp4, avi, webm, 3gp, mov
I haven't tried it, but it looks like what you want. It's also well-rated, and has more than 130,000 users.
It's probably possible. You'd have to use some scripting to do whatever's needed to load all comments. Then, you'd have to export the DOM as HTML (to a data URI probably) so that you can save the page in that state. (To be honest though, I personally don't want to take the time to figure it out as I'm not familiar with how youtube loads things at all.)