Can't speak for the 8 zillion client apps out there, but in the web UI, if you click on the "in reply to @soandso" text below one of those responses, it'll brin

Can't speak for the 8 zillion client apps out there, but in the web UI, if you click on the "in reply to @soandso" text below one of those responses, it'll bring you to the original tweet. The better clients will expand to show the whole back & forth of the conversation, if it exists.