Companion for \ell

The "Mathematical Script Small R" is just a Unicode character, so if you can enter it in your editor, and you have a font that includes a suitable representation, then it's as simple as this:

\documentclass[a4paper]{article}
\usepackage{fontspec}
\setmainfont{STIXGeneral}
\begin{document}
small r:   there.
\end{document}

I'm using MacVim and xelatex with TexLive 2013 here and I get this

On the Mac you can get the symbol from the character viewer. This is the information it gives about it.

MATHEMATICAL SCRIPT SMALL R
Unicode: U+1D4C7 (U+D835 U+DCC7), UTF-8: F0 9D 93 87

And if entering the character from the viewer is too laborious you can always define a little macro for it:

\def\arr{\hbox{}}

(This feels vaguely like something for http://www.talklikeapirate.com/)

The unicode-math package provides this as either \mathscr{r} or \mscrr. Thruston’s solution of pasting will also work. Any complete math font should contain it.

By default, \mathscr and \mathcal are the same alphabet, so you might want to load a different alphabet from the default as your \mathscr. XITS Math and STIX Two Math, for example, provide one as a stylistic set.

\documentclass[varwidth, preview]{standalone}
\usepackage{unicode-math}

\defaultfontfeatures{ Scale=MatchLowercase, Ligatures = TeX }
\setmainfont{XITS}[Scale = 1.0]
\setmathfont{XITS Math}
\setmathfont[range={scr, bfscr}, StylisticSet=1]{XITS Math}

\begin{document}
\(\mathscr{r} \mathcal{r}\)
\end{document}