To add to these answers, if you have an R script containing calls that generate plots to screen (the native device), then these can all be saved to a pdf file (the default device for a non-interactive shell) "Rplots.pdf" (the default name) by redirecting the script into R from the terminal (assuming you are running linux or OS X), e.g.:
R < myscript.R --no-save
This could be converted to jpg/png as necessary