Yep. Carl is exactly right. The best way is to use pbpaste/pbcopy.
Here's a good article on the details: http://langui.sh/2010/11/14/pbpaste-pbcopy-in-mac-os-x-or-terminal-clipboard-fun/
Rob
10/17/2013 - Update: As of R 3.0 the kmisc package contains the read.cb() function for multi-platform clipboard usage. Referenced from @agstudy's answer here: https://stackoverflow.com/a/14547293/168689
