See the quick inspect-element mockup I put together for an example. I'm bad at design, but I think it gets the point across. Current implementation on left, suggested on right. Also, I'm using Kbin Enhancement Suite for the modifications to instance names, but I think they are even more useful for this demonstration.
How it could work: If the same link is submitted across multiple communities in your current view (subscribed, favorites, all, etc) within a certain time period (probably 24 hours), then have them automatically group themselves into the same box, along with a brief list of the duplicate threads and instances. Use whichever of the threads has the highest score as the one to fill the title and thumbnail for the grouped thread.
I didn't make a mockup for this, but when clicking the thread, it could then import the comments from each of the grouped instances. Options on the sidebar could show you each of the instances whose comments are being shown on that page, along with an option to filter them out of your current feed, and options to add your votes to each instance's thread.
EDIT: To add, as I'm seeing some confusion in the comments: I'm envisioning this as a strictly user-side bundling of threads. This would only bundle threads as they are displayed to the user in their own feed based on communities you're subscribed to. So if the same link were to be posted to 5 different communities you subscribe to, when you view the feed, you'll see those 5 links all bundled together. Though perhaps an option could also include seeing non-subscribed duplicates, as well.
I say go for it. Merge them into a single thread.
Unless my comprehension skills aren't all that great (which is actually pretty likely), I think these concerns are easily abated by simply requiring a user to determine which entangled community they want their new comment to be affiliated with before they can post in an entangled thread. Besides, communities that a user isn't already subscribed to or has blocked won't be showing up in an entangled thread anyway, right? So smaller communities aren't likely to appear in very many entangled threads in the first place.
Then just add Entanglement options into the settings menu to allow users to toggle it and add various exemptions.
(I actually was going to reply with this, but instead just moved it to a top level comment for the thread.)