A solution for these cases has become popular enough to be given a name, Polymorphic Associations. This is also sometimes called a promiscuous association, because it can reference multiple tables.
To make Polymorphic Associations work, you must add an extra string column alongside the foreign key on issue_id. The extra column contains the name of the parent table referenced by the current row. In this example, the new column is called issue_type, and contains either Bugs or FeatureRequests, corresponding to the names of the two possible parent tables in this association.
CREATE TABLE Comments (
comment_id SERIAL PRIMARY KEY ...