Some R datasets can be loaded into a Pandas DataFrame or Panel quite easily:
import pandas.rpy.common as com
infert = com.load_data('infert')
print(infert.head())
This appears to work as long as the dimension of the R dataset is <= 3. Higher dimensional datasets print an error message:
In [67]: com.load_data('Titanic')
Cannot handle dim=4
This error message originates in the rpy/common.py _convert_array function. 
Sure, it makes sense that Pandas can not directly shoe-horn a 4-dimensional matrix into a DataFrame or Panel, but is there some workaround to load datasets like Titanic into a DataFrame (maybe with a hierarchical index)? 
Using @joran's very helpful suggestion, after installing the reshape package with 
% sudo R
R> install.packages('reshape')
I managed to load the Titanic dataset into a Pandas DataFrame with:
import pandas as pd
import pandas.rpy.common as com
import rpy2.robjects as ro
r = ro.r
r('library(reshape)')
df = com.convert_robj(r('melt(Titanic)'))
print(df.head())
which printed
  Class     Sex    Age Survived  value
1   1st    Male  Child       No      0
2   2nd    Male  Child       No      0
3   3rd    Male  Child       No     35
4  Crew    Male  Child       No      0
5   1st  Female  Child       No      0
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