Plotting two or more overlapping density plots on the same graph

This post was updated.
See this thread from StackOverflow for other ways to solve this task.

plot.multi.dens <- function(s)
{
junk.x = NULL
junk.y = NULL
for(i in 1:length(s))
{
junk.x = c(junk.x, density(s[[i]])$x)
junk.y = c(junk.y, density(s[[i]])$y)
}
xr <- range(junk.x)
yr <- range(junk.y)
plot(density(s[[1]]), xlim = xr, ylim = yr, main = "")
for(i in 1:length(s))
{
lines(density(s[[i]]), xlim = xr, ylim = yr, col = i)
}
}
#usage:
x = rnorm(1000,0,1)
y = rnorm(1000,0,2)
z = rnorm(1000,2,1.5)
# the input of the following function MUST be a numeric list
plot.multi.dens(list(x,y,z))
library(Hmisc)
le <- largest.empty(x,y,.1,.1)
legend(le,legend=c("x","y","z"), col=(1:3), lwd=2, lty = 1)

How to Superimpose Histograms

Function inspired by the code of Martin Maechler found on the R-List at http://tolstoy.newcastle.edu.au/R/help/06/06/30059.html

superhist2pdf <- function(x, filename = "super_histograms.pdf",
dev = "pdf", title = "Superimposed Histograms", nbreaks ="Sturges") {
junk = NULL
grouping = NULL
for(i in 1:length(x)) {
junk = c(junk,x[[i]])
grouping <- c(grouping, rep(i,length(x[[i]]))) }
grouping <- factor(grouping)
n.gr <- length(table(grouping))
xr <- range(junk)
histL <- tapply(junk, grouping, hist, breaks=nbreaks, plot = FALSE)
maxC <- max(sapply(lapply(histL, "[[", "counts"), max))
if(dev == "pdf") { pdf(filename, version = "1.4") } else{}
if((TC <- transparent.cols <- .Device %in% c("pdf", "png"))) {
cols <- hcl(h = seq(30, by=360 / n.gr, length = n.gr), l = 65, alpha = 0.5) }
else {
h.den <- c(10, 15, 20)
h.ang <- c(45, 15, -30) }
if(TC) {
plot(histL[[1]], xlim = xr, ylim= c(0, maxC), col = cols[1], xlab = "x", main = title) }
else { plot(histL[[1]], xlim = xr, ylim= c(0, maxC), density = h.den[1], angle = h.ang[1], xlab = "x") }
if(!transparent.cols) {
for(j in 2:n.gr) plot(histL[[j]], add = TRUE, density = h.den[j], angle = h.ang[j]) } else {
for(j in 2:n.gr) plot(histL[[j]], add = TRUE, col = cols[j]) }
invisible()
if( dev == "pdf") {
dev.off() }
}

# How to use the function:
d1 = rnorm(1:100)
d2 = rnorm(1:100) + 4
# the input object MUST be a list!
l1 = list(d1,d2)
superhist2pdf(l1, nbreaks="Sturges")

Highlight overlapping area between two curves

This post was updated thanks to Blaž Triglav contribution.
p <- seq(0.2,1.4,0.01)
x1 <- dnorm(p, 0.70, 0.12)
x2 <- dnorm(p, 0.90, 0.12) 
plot(range(p), range(x1,x2), type = "n") 
lines(p, x1, col = "red", lwd = 4, lty = 2) 
lines(p, x2, col = "blue", lwd = 4)
polygon(c(p,p[1]), c(pmin(x1,x2),0), col = "grey")

Below an advanced example (Thanks to Blaž):

p <- seq(54,71,0.1)
x1 <- dnorm(p, 60, 1.5)
x2 <- dnorm(p, 65, 1.5)
par(mar=c(5.5, 4, 0.5, 0.5))
plot(range(p), range(x1,x2), type = "n", xlab="", ylab="", axes=FALSE)
box()
mtext(expression(bar(y)), side=1, line=1, adj=1.0, cex=2, col="black")
mtext("f"~(bar(y)), at=0.265, side=2, line=0.5, adj=1.0, las=2.0, cex=2, col="black")
axis(1, at=60, lab=mu[H[0]]~"=60", cex.axis=1.5, pos=-0.0165, tck=0.02)
axis(1, at=65, lab=mu[H[1]]~"=65", cex.axis=1.5, pos=-0.0165, tck=0.02)
axis(1, at=63.489, lab=y[k][","][zg]~"=63,489", pos=-0.035, tck=0.2)
axis(1, at=63.489, lab="", pos=-0.035, tck=-0.02)
lines(p, x1, col = "black")
lines(p, x2, col = "black")
line3 <- 63.5
polygon(c(line3, p[p<=line3], line3), c(0,x2[p<=line3],0), col = "grey23")
lines(p, x1, col = "black")
line <- 63.489
line1 <- 60
line2 <- 65
abline(v=line, col="black", lwd=1.5, lty = "dashed")
abline(v=line1, col="black", lwd=0.3, lty = "dashed")
abline(v=line2, col="black", lwd=0.3, lty = "dashed")
xt3 <- c(line,p[p>line],line)
yt3 <- c(0,x1[p>line],0)
polygon(xt3, yt3, col="grey")
legend("topright", inset=.05, c(expression(alpha), expression(beta)), fill=c("grey", "grey23"), cex=2)