Twitter's newly-minted design shifts some familiar features to new locations, including the option to link to an individual tweet. Here's how to do that if you've moved to the new design.
In the classic Twitter interface, you can link to a specific tweet by right-clicking on the time of posting and copying the link:
In the new version, you need one extra step: hover over the time stamp (at the right of the tweet) and wait until it changes to an 'Open' link. You can then right click on the link and grab the URL for that individual status.
Twitter is rolling out the new interface gradually, so you might not need this advice immediately, but it's worth remembering when it happens. (If you do want to switch right away, install the updated Android or iOS app, which will fast-track you getting upgraded on the web interface as well.)