giscoR is an API package that helps to retrieve data from Eurostat - GISCO (the Geographic Information System of the COmmission). It also provides some lightweight data sets ready to use without downloading.

GISCO (FAQ) is a geospatial open data repository including several data sets as countries, coastal lines, labels or NUTS levels. The data sets are usually provided at several resolution levels (60M/20M/10M/03M/01M) and in 3 different projections (4326/3035/3857).