Are there any websites or blogs with programming challenges specifically for R users?
I don't know of any specifically for R users. But you'll find a good number of R entries on the Project Euler challenge. See this blog, for example:
I haven't heard of any, but you could visit some math-oriented challenges, where you can solve problems in any programming language you wish. One I know is http://projecteuler.net
Bah, someone was faster ;). A thing to be added: after you solve a riddle there, you can see others posts on it, many people submit they code, I saw some R code there afair.
I don't know about any specific to R, but there are quite a few questions tagged code-golf
, here on Stack Overflow. Many of them are language agnostic, but not all.
Another area of the site that I like to visit are the questions tagged rosetta-stone
. Those questions specifically ask for answers from every programming language.