Besides the new RcppExamples, another new package RcppArmadillo got spun out of Rcpp with the recent release 0.7.8 of Rcpp. Romain and I already had an example of a simple but fast linear model fit using the (very clever) Armadillo C++ library by Conr...

Zero Inflated Models and Generalized Linear Mixed Models with R.
Zuur, Saveliev, Ieno (2012).