Earlier today a new package BH arrived on CRAN. Over the years, Jay Emerson, Michael Kane and I had numerous discussions about a basic Boost infrastructure package providing Boost headers for other CRAN packages (and yes, we are talking packages using C++ here). JJ and Romain chipped in as well, and Jay finally took the lead by first creating a repo on R-Forge. And now the package is out, so I just put together a quick demo post over at the Rcpp Gallery.
As that post notes, BH is still pretty new and rough, and we probably missed some other useful Boost packages. If so, let one of us know.