This should work:
times <- c("9:06 AM", "4:42 PM", "3:05 PM", "12:00 PM", "3:38 AM")
strptime(times, "%I:%M %p")
## [1] "2015-04-23 09:06:00 EDT" "2015-04-23 16:42:00 EDT"
## [3] "2015-04-23 15:05:00 EDT" "2015-04-23 12:00:00 EDT"
## [5] "2015-04-23 03:38:00 EDT"
If you want just the times:
format(strptime(times, "%I:%M %p"), format="%H:%M:%S")
## [1] "09:06:00" "16:42:00" "15:05:00" "12:00:00" "03:38:00"
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