One cause for "iptables: No chain/target/match by that name" on Ubuntu

I couldn't successfully execute a simple iptables command and got this error on an Ubuntu server:

# /sbin/iptables -I INPUT ....
iptables: No chain/target/match by that name

The cause was that two modules weren't loaded: xt_multiport and xt_comment. Normally Ubuntu loads them automatically, but not this time due to another problem.