\documentclass{article}
\begin{document}
<<keep.source=TRUE>>=
1 / 2 # $\frac{1}{x}$
4 + 4 # Here may come lots of explanations, that are in a \LaTeX\ paragraph\footnote{blabla}: even long lines are properly broken.\\ Though the new lines start at the beginning of the line. \\[6pt] And a line break in the chunk source will of course be interpreted as R again: so no new paragraphs inside the same comment.
# But there can be new commented lines.
3 + 6
# Note that comment only lines at the end of a code chunk seem to be lost.
# Not only one but all that aren't followed by R code
@
\end{document}
