Also, with regard to your subject line, there are a wide variety of options for connecting to data.
Everything from `redis' (http://redis.io/, http://cran.r-project.org/web/packages/rredis/index.html)
to HDF5 (http://cran.r-project.org/web/packages/hdf5/index.html),
to memory mapped files (http://cran.r-project.org/web/packages/mmap/index.html),
to RDBMSs (http://cran.r-project.org/web/packages/RODBC/index.html).
With regard to the latter, just slam down some $$$ for a http://www.oracle.com/us/products/database/exadata/overview/index.html
and you're good to go. (Wondering if one of these days DB2 or Oracle appliance will be the next big thing in parallel filesystems.)