- Using the XLConnect package to read data from Excel spreadsheets
- Using the foreign package to read SPSS, SAS, Stata and dBase data files
- Using SQL queries to import data from MySQL with the RMySQL package
- Accessing unstructured data in Hadoop with rhbase
- Scraping data from websites via direct URLs and the XML package (to parse HTML tables)
- Accessing public data sources (economic, financial, social, etc.)
Many thanks to Jeffrey for preparing and sharing this useful information. I've embedded the slides below, and you can find more information, including R code implementing the examples, at Jeffrey's blog linked below.