I briefly investigated how to draw curved arrows in R. Here’s a small piece of the figure that I ultimately created:
A google search for “curved arrows in R” revealed three options:

curvedarrow
in the diagram package 
The internal function
igraph.Arrows
within the igraph package (mentioned by Gabor Csardi in R help) 
Using
xspline
for the shaft and adding the head “by hand” (mentioned by Greg Snow)
I wasn’t too happy with how the arrow heads looked using the diagram package, and I didn’t want to have to fiddle around with xspline
, and igraph worked quite easily, so I went with that.
Plotting multiple arrows with different colors in a single call to igraph.Arrows
didn’t work right (the arrow heads were all the first color), but using a loop and plotting one arrow per call worked fine.
Here’s a bit of code I played with:
library(igraph)
par(mar=rep(1,4))
plot(0,0, type="n",xaxt="n", yaxt="n", xlab="", ylab="",
xlim=c(0,11), ylim=c(1,11))
x < 1:10
y < rep(2, 10)
for(k in 0:4)
points(x, y+k*2)
iArrows < igraph:::igraph.Arrows
mycolors < rep(c("green", "orange", "red", "blue"), 3)
for(i in 1:9) {
iArrows(x[i], y[i], x[i+1], y[i+1],
h.lwd=2, sh.lwd=2, sh.col=mycolors[i],
curve=0.5  (i %% 2), width=1, size=0.7)
iArrows(x[i], y[i]+2, x[i+1], y[i+1]+2,
h.lwd=2, sh.lwd=2, sh.col=mycolors[i],
curve=1  (i %% 2), width=1, size=0.7)
}
for(i in 1:8) {
iArrows(x[i], y[i]+4, x[i+2], y[i+2]+4,
h.lwd=2, sh.lwd=2, sh.col=mycolors[i],
curve=0.5  (i %% 2), width=1, size=0.7)
iArrows(x[i], y[i]+6, x[i+2], y[i+2]+6,
h.lwd=2, sh.lwd=2, sh.col=mycolors[i],
curve=1  2*(i %% 2), width=1, size=0.7)
}
x1 < x[1:8]
x2 < x[3:10]
y < y[1:8]+8
iArrows(x1, y, x2, y,
h.lwd=2, sh.lwd=2, sh.col=mycolors[1:8],
curve=1  2*((1:8) %% 2), width=1, size=0.7)
And here’s the corresponding figure:
Note that the arrows at the top all have green arrow heads.