Error message installing Cairo package in R

For me (Ubuntu 15.04) installing libxt-dev solved the problem.

(I know it's mentioned in comments above, but thought it might be good to have it in answers as well)

You need the development header as the file Intrinsic.h is not found.

For the related package cairoDevice (which I maintain for Debian), I ensure the following is installed:

libgtk2.0-dev, libcairo2-dev, xvfb, xauth, xfonts-base

If you are on a different distribution these might be called something else. The key is that the Gtk and Cairo header packages also pull in other, needed, x11 packages.