WordPress generates RSS feeds for just about anything. Typically you can find the RSS feed for a site at:
http://thesitename/feed or http://thesitename/feed/rss2
You can get a feed for all the comments at:
http://thesitename/comments/feed
or comments for a specific post at:
http://thesitename/post-name/feed
or a feed for new blog posts for a specific category at:
http://thesitename/category/categoryname/feed
or for a specific tag at:
http://thesitename/tag/tagname/feed
The WordPress feed program is actually surprisingly flexible. You can read the complete documentation at WordPress Codex.