A fair number of recent projects involve the Rcpp package for seamless R and C++ integration, and several related packages. The Rcpp website has more about Rcpp, and the Rcpp Gallery presents a number of worked examples.
Several few smaller and sometimes still incomplete packages use Rcpp to extend to other interesting package or libraries.
A few examples are RcppAnnoy (fast Nearest Neighbours classifier), RcppBDT (Boost DateTime access), RcppCNPy (read/write NumPy files). RcppDE (differential evolution optmizations), RcppKalman (Kalman Filter), RcppRedis (faster Redis read/write access), RcppSMC (Sequential Monte Carlo / Particle Filter), RcppXts (xts access at C level), and RcppZiggurat (faster Normal RNGs).
Last but not least RInside uses Rcpp to embed R in a very easy-to-use C++ class for deployment in other programs.
RQuantLib is another relatively large project connecting R to QuantLib.
BH provides Boost C++ headers for use by R.
digest provides hash sums of R objects.
RApiSerialize provides the C-level API for R object serialization.
RVowpalWabbit interface the Vowpal Wabbit on-line learner.
pkgKitten makes creatingwriting R packages a breeze.
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: