Bob Muenchen, the author of R for SAS and SPSS Users, has created a handy table listing the R packages that implement the statistical methods included in add-on modules for SAS and SPSS. For example, if you're looking for the equivalent structural equation modeling functions you might be using in PROC CALIS from SAS/STAT or the SPSS "Amos" software, the table points you to the OpenMX and sem packages for R where you can find similar functionality.
By the way, Bob has greatly expanded the materials he provides to support his book at a new website, r4stats.com. You'll also find there some teaser information about his forthcoming book, R for Stata Users.
r4stats: R-SAS-SPSS Add-on Module Comparison