admin_comment_types_dropdown filter allows you to modify the options supplied to the comment types drop down in the Comments screen. The built-in values are Comments and Pings.
It is evaluated in
WP_Comments_List_Table::extra_tablenav() in the wp-admin/includes/class-wp-comments-list-table.php file.
admin_comment_types_dropdown accepts a single argument:
$comment_typesAn array of comment types to be used as options in the drop down.
There is no (useful) example for this filter yet. Have an idea for one? Submit an example.