The current version of the packaged installer for the tools is at http://cran.r-project.org/bin/windows/Rtools/. This area only contains unbundled components and additional pre-compiled software.
For R 2.12.0 to 2.14.1 see here.
For R 2.14.2, 2.15.0 and later, see here.
Directory goodies also contains some tools. These are 32-bit executables, so will run on any version of Windows.
file-5.03.zip is a build of the file found on Unix-alikes. It will be used by R CMD check, and is contained in Rtools212.exe. [Updated 2010-10-03]
xzutils.zip is a build of the xz utils 4.999.9 which provides command-line tools to manipulate files compressed with xz as well as some versions of lzma compression.