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/usr/lib/R/site-library/xts/NEWS is in r-cran-xts 0.9-7-1.

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The actual contents of the file can be viewed below.

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Changed in xts 0.8-1:

o  Dependency now on 1.7-0 or better of zoo (R-forge at present)
   This build now links to C code moved from xts to zoo. At present
   this is only for zoo_lag (used in lag and lagts)

Changes in xts 0.7-5:

o  try.xts and reclass now are more efficient on xts objects,
   no longer appending a .RECLASS attribute. This penalty 
   (copying) is shifted to classes that are internally converted
   to xts.

Changes in xts 0.7-4:

o  internal attributes of index are now maintaining
   timezone (tzone), time class (tclass) information.

o  `[.xts` method is now using new C code. This may revert
   back as character-based objects are not supported. Changed
   for future code refactoring into zoo, as well as performance
   gains on integer, double and logical values. Also added in
   checks for NAs.  drop=TRUE now works correctly in all known
   applications.

o  (cbind)merge.xts and rbind.xts now copy index attributes
   to handle internal changes to index characteristics (in C code)

o  indexTZ.Rd updated to provide information regarding internal
   changes.  Also indexTZ<- is now exported to facilitate 
   timezone changing of xts objects.

Changes in xts 0.7-1:

o  subsecond ISO8601 subsetting on dates
   before 1970 (epoch) is disabled. This is due to a bug
   in the R implementation of POSIX handling of fractional
   seconds pre-1970.  10 microsecond granularity is still
   functional for all other times. Thanks to Andreas Noack Jensen
   for the early bug report.

o  new 'tzone' arg in xts constructor and 'tz' in .parseISO8601
   allows for future support of non-system TZ dependent indexing

o  internal index attribute (numeric) now can have attributes
   set (tzone is currently the only one used in xts). These should
   remain during all xts operations. Still experimental.

o  naCheck has been exposed at the C level for use in packages
   "LinkingTo: xts".  See ?xtsAPI for more details.

Changes in xts 0.7-0:

o  A new NEWS file.  

o  print.xts now passes ...

o  endpoints speedup and bug fix (thanks Ismail Onur Filiz)  

o  na.omit bug on logical and NaN fixes (thanks Fabrizio Pollastri
   and Koert Kuipers)

o  fromLast=FALSE for na.locf.xts.  Matching to zoo. (thanks
   to Sandor Benczik)

o  LGLSXP support in leadingNA (R fun naCheck)

o  fixed logical and NA 'j' subsetting. Thanks Koert Kuipers.

o  as.xts and as.timeSeries fixes for timeSeries changes

o  merge and subset now support dimensionless xts (non-standard).
   merge segfault fixed when merging all 3 or more zero-width xts objects
   and only zero-width objects.  Thanks to Koert Kuipers for the report.

o  added which.i to [.xts to return i values found via
   ISO8601 subset string

o  new lines.xts and plot.xts, similar to methods in zoo

o  lastof now has sec to 10 microsecond precision, and subsec
   arg to append to secs.

o  xts() further consistency in NROW/index check

o  align.time error checks for positive n= values (thanks Brian Peterson)

o  toPeriod updates in C, almost exported. ~600-1200x faster

o  new lag_xts in C.  Increased speed and index flexibility.

o  endpoints 'days' bug fix 

o  .makeISO8601 function to create ISO8601 compliant string
   from xts objects