R2D2 responds to voice commands when you alert the droid by saying "Hey, R2!" This is then followed by one of 40 voice commands it understands.The droid can also move along on his own, follow you, play music, and act as a room sentry with an alarm.
For a toy, we are off to a good start. I expect fully functional R2D2 Droids in the next thirty years.
Here is more info on Hasbro's Interactive R2D2 Astromech Droid Robot.