I have found good ones in the past and will post once I dig them up, but some quick general suggestions:
- You may be able to find some interesting examples by searching google with keywords and ext:rnw (which will search for files with the sweave extension). Here's an example search. This is the third result from my search: http://www.ne.su.se/paper/araietal_source.Rnw
- Many R packages have interesting vignettes which essentially amount to the same thing. An example: https://r-forge.r-project.org/scm/viewvc.php/paper/maxLik.Rnw