The Washington Post has put together an excellent list of publicly-accessible databases, ideal for analysis using the R language. You’ll find databases from the domains of Census and Demographics (for example, the American Community Survey), Crime and Courts (like this list of federal prosecutions), Transportation and Development (e.g. older driver crash statistics); Health and Safety; Real Estate and Business; Science; Sports and Eductation. (Note that some government datasets may require a small fee to download.)
This list has also been added to the article Finding Data on the Internet where you can find many other sources of data suitable for use with R.
Washington Post: DataPost | Dig in!