I have yet another example of the brittleness of Sage binaries. See 
trac#16694 <http://trac.sagemath.org/ticket/16694> for details. Roughly, a 
binary compiled  with "SAGE_FAT_BINARY="yes" gives a defective Sage's R on 
a machine differing from the original one.

I may have another one in preparation : on the original machine, Sage's R 
cannot install rstan (an HMC sampler of some importance), whereas this 
install without any problem under system's R. I'm still tracking this one...

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