Oh, well, @SachaEpskamp beat me to it, but here is my much less elegant solution.
shade_under_curve <- function(fun, xmin, xmax, length=100){
xvals <- seq(xmin, xmax, length=length)
dvals <- match.fun(fun)(xvals)
polygon(c(xvals,rev(xvals)),c(rep(0,length),rev(dvals)),col="gray")
}
y1 <- function(x)sapply(x, function(xt)dnorm(xt,mean=0,sd=1))
y2 <- function(x)sapply(x, function(xt)dnorm(xt,mean=3,sd=2))
my.fun <- function(x){sapply(x, function(xt)min(y1(xt), y2(xt)))}
Edit to include initial plot:
plot(y1, -10, 10, col="red")
curve(y2, add=TRUE, col="blue")
shade_under_curve(my.fun, -10, 10, length=1000)
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