Those titles have different meanings.
"My Articles'/Reviews' Comments" should show all comments, made by any user, on your articles and your reviews.
"My Article/Review Comments" should show all comments, made by you, on an article or review made by any user.
The key point here is that in "My Article/Review Comments," Article or Review are adjectives (or noun adjuncts, if you prefer), so the determiner my modifies the noun, Comments. In other words, it's the comments that belong to you.
In "My Articles'/Reveiws' Comments," Articles' or Reviews' are nouns, so the my modifies them, and it's the articles or reviews that belong to you.