Example Migrated from Codex:

Use the left-most IP (the original client) in the X-Forwarded-For header as the comment author’s IP address.

Note: You may need to adjust the example below for the standard Forwarded header, which supersedes the non-standard X-Forwarded-For header.

add_filter( 'pre_comment_user_ip', 'auto_reverse_proxy_pre_comment_user_ip');

function auto_reverse_proxy_pre_comment_user_ip()
{    
	$REMOTE_ADDR = $_SERVER['REMOTE_ADDR'];

	if (!empty($_SERVER['X_FORWARDED_FOR'])) {
		$X_FORWARDED_FOR = explode(',', $_SERVER['X_FORWARDED_FOR']);
		if (!empty($X_FORWARDED_FOR)) {
			$REMOTE_ADDR = trim($X_FORWARDED_FOR[0]);
		}
	}

	/*
	* Some PHP environments will use the $_SERVER['HTTP_X_FORWARDED_FOR'] 
	* variable to capture visitor address information.
	*/
	elseif (!empty($_SERVER['HTTP_X_FORWARDED_FOR'])) {
		$HTTP_X_FORWARDED_FOR= explode(',', $_SERVER['HTTP_X_FORWARDED_FOR']);
		if (!empty($HTTP_X_FORWARDED_FOR)) {
			$REMOTE_ADDR = trim($HTTP_X_FORWARDED_FOR[0]);
		}
	}

	return preg_replace('/[^0-9a-f:\., ]/si', '', $REMOTE_ADDR);
}