littler lets R be used in commad-line scripting, pipes and more.
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.
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.
RDieHarder tests RNGs.
RPostgreSQL connects R to Postgres (now maintained by Tomoaki Nishiyama).
In (approximately) reverse chronological order: