The package manual itself can be a good example demonstrating most of the features in knitr. It was actually written in LyX (knitr-manual.lyx), and you can use the exported Rnw source knitr-manual.Rnw to produce the PDF output knitr-manual.pdf.
Three add-on packages are required to compile the manual: rgl, animation and tikzDevice.
See the LyX page for instructions on how to use knitr with LyX.