Just use split in conjunction with diff:
> split(dat, cumsum(c(1, diff(dat) != 1)))
$`1`
[1] 1 2 3 4 5
$`2`
[1] 19 20 21
$`3`
[1] 56
$`4`
[1] 80 81
$`5`
[1] 92
Not exactly what you asked for, but the "R.utils" package has a couple of related fun functions:
library(R.utils)
seqToIntervals(dat)
# from to
# [1,] 1 5
# [2,] 19 21
# [3,] 56 56
# [4,] 80 81
# [5,] 92 92
seqToHumanReadable(dat)
# [1] "1-5, 19-21, 56, 80-81, 92"
