When you brushed that comb through your hair, tiny parts of the atoms in your hair, called ELECTRONS, collected on the comb. These electrons have a NEGATIVE charge. Remember that, its important. Now that the comb has a negative charge, it is attracted to things that have a POSITIVE charge. It is similar to the way some magnets are attracted to certain metals.
When you bring the negatively charged comb near the faucet it is attracted to the POSITIVE force of the water. The attraction is strong enough to actually pull the water towards the comb as it is flowing!
If you want to try another experiment with your comb, tear up pieces of tissue until they are as a small as you can get them...I mean really small! Then charge your comb again by brushing it through your hair, and bring it close to the tiny pieces of tissue. If the pieces are small enough they will jump off the table to the comb the same way that the water was pulled to the comb. It is all thanks to the wonders of static electricity.