DELETE FROM `wp_comments` WHERE NOT comment_author_email IN ('user@hotmail.com','another@hotmail.com')
The above is an example of specific records you type out, but you could also base it on a subquery.........
*Note this will delete all comments indiscriminately.
DELETE FROM `wp_comments`
To delete all but save specific comments based on "author e-mail use the following". Add more e-mails below in the same format if you have more.
DELETE FROM `wp_comments` WHERE NOT comment_author_email IN ('user@hotmail.com','another@hotmail.com')........