Is there a way to delete all comments at once?

Backup your database first. See WordPress Backups.

The can use phpMyAdmin to execute this SQL

DELETE FROM wp_comments WHERE comment_approved = 0

Of course if your comments table is prefixed with wp_ you will need to use the correct table name.

Screen options > Comments per page …

And, one more visual (video) guide:

[link moderated]

In Screen Options you can set the screen to show much more than 20 comments at a time.

Or, you can run this in PHPMyAdmin:

delete from wp_comments where comment_approved = ’spam’;

but backup your database before doing so, etc.

Thank u Very Much For The Explaining

Thanks, this worked for me too. I was re-building an old blog with over 30,000 spam comments(!) and Askimet kept timing out, but the method above (via phpmyadmin) worked within seconds.