Maps informations are available trough shape files. You can download these files from the web easily. Here is an example: how to download a shapefile, charge it into R with the rgdal library, and plot it.
# Make a new folder
# Download the shapefile of world countries borders. Found on http://thematicmapping.org/downloads/world_borders.php
download.file("http://thematicmapping.org/downloads/TM_WORLD_BORDERS_SIMPL-0.3.zip" , destfile="world_shape_file.zip")
# Unzip this file.
# You now have 4 files. One of these files is a .shp file! (TM_WORLD_BORDERS_SIMPL-0.3.shp)
# Read this shape file with the rgdal library.
my_spdf=readOGR( dsn= getwd() , layer="TM_WORLD_BORDERS_SIMPL-0.3")
# Now you have a Spdf object (spatial polygon data frame). You can start doing maps !
# Print your shapefile
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