littler lets R be used in commad-line scripting, pipes and more.
binb, linl, pinp, and tint are all using Markdown to produce pdf (nice than Beamer) slides, letters, (PNAS-alike) papers or (Tufte) handouts (pdf and html.
Rblpapi connects R to Bloomberg API (provided you have Bloomberg).
RQuantLib is another relatively large project connecting R to QuantLib.
BH provides Boost C++ headers for use by R; AsioHeaders does the same for Asio.
digest provides hash sums of R objects.
inline makes it easy to inline C, C++, or Fortran code alongside R.
RPushbullet interfaces the PushBullet notification service.
RApiSerialize provides the C-level API for R object serialization; RApiDatetime does the same for some date/time functions.
RVowpalWabbit interfaces the Vowpal Wabbit on-line learner.
pkgKitten makes creating and writing R packages a breeze.
drat supports lightweight package repositories.
rfoaas interfaces the excellent FOAAS service.
random provides true (hardware) RNG draws.
rmsfact and gaussfacts offer some (lighthearted) quotes in the fortune() tradition.
RDieHarder tests RNGs.
RPostgreSQL connects R to Postgres (now maintained by Tomoaki Nishiyama).
td accesses twelvedata APIs over REST.
Older projects include the Perl-based BeanCounter (and SMTM) as well as Finance::YahooQuote.
In (approximately) reverse chronological order: