R is a
Contents 
Visit the R Project home page.
An R and SPlus Companion for
Applied Regression
Introductory Statistics with
R
Using R for Data Analysis and
Graphics: Introduction, Code and Commentary, by
J. H. Maindonald (PDF)
An Introduction to R, by W. N. Venables, D. M. Smith, and the R Development
Core Team (PDF)
Wikibooks has a book on the topic of R Programming. 
