How can I add comments in long docker RUN commands?

You need to have a line with only the comment:

# comment 1
RUN apt-get update \
    # comment 2
    && apt-get install blabal blabla blabla \
    # comment 3
    && echo this is not a drill

docker removes the comment line with the newline.

See docker-nginx with examples.

If you want comments on the same line as the commands, you can use this syntax:

RUN apt-get update -y          `# comment1` \ 
&& apt-get install -y          `# comment2` \
    software-properties-common `# comment3` \
    curl                       `# comment4`

or

RUN apt-get update -y          $(: comment1) \ 
&& apt-get install -y          $(: comment2) \
    software-properties-common $(: comment3) \
    curl                       $(: comment4)