Watch out - the old OS X Microsoft Remote Desktop (version 2.1.1) that comes with Mac Microsoft Office 2011 no longer works with Windows 2012 R2 (it does work with plain old Windows 2012). For me it fails with the following error message:
Remote Desktop Connection cannot verify the identity of the computer that you want to connect to.
A (regular) Windows 2012 Remote Desktop client doesn't have this problem.
(Brief aside - Microsoft have a little note that says the 2.1.1 client is not supported on OS X v10.7 or later. Who knew and why did it make me report all those crashes?)
The good news is that the new OS X Microsoft Remote Desktop 8.0.24091 (Mac App store only though - grr) does work with Windows 2012 R2 . Why this information isn't listed on the What's New in 2012 R2 Remote Services page I don't know...
(If you wish to make the old client work you can follow the steps on http ://social.technet.microsoft.com/Forums/windows/en-US/0b865c92-5e0b-4518-9092-790aed895f5b/remote-desktop-connection-for-mac-os-x-cannot-connect-to-windows-81 or try the 2.1.2 unreleased build of the old client (please someone edit this answer))