At the time of writing there are four Linux distributions that have R binaries available; debian, redhat, suse and Ubuntu. They are located here: http://cran.r-project.org/bin/linux I’m not sure if these binaries would work under alternate distributions (likely in most cases, but your mileage may vary).
The R source code can be downloaded and compiled with little hassle on most Linux distros. A guide for compiling R can be found here: http://cran.r-project.org/doc/manuals/R-admin.pdf
Example installation under Debian/Ubuntu To install the complete R system, use:
sudo apt-get update
sudo apt-get install r-base
Users who need it can also install the r-base-dev package (development release):
sudo apt-get install r-base-dev