I have some issues to get it to work and I would like to know how to deal with Cyrillic data and corpus files with R (RStudio) under W8.1. I know this is not the best OS to run R, but I would appreciate any suggestion to solve the problems.
At http://vanatteveldt.com/learningr/ I've put some files under "Dealing with textual data" that might be of interest to you, feel free to use and distribute.
I think Fiorella is right regarding UTF-8 and RStudio for Windows. It seems to be easier to run Wubi or install Ubuntu as dual-boot system. Gries (2013: 166-172) proposed a model for working with non-English non-ASCII data on Ubuntu that seems to work properly.
Sys.setlocale did work for me on Windows 8, 64 bit, R studio 64-bit. Hope it helps. I also keep a dual boot computer (Windows 7 / Ubuntu) for "scientific emergencies".