From the S3 object returned by the goana() function in limma, is it possible to extract the list of DE genes that are enriched for each GO term (gene lists corresponding to N and DE in the returned data.frame)?

Here's another way if you're only interested in a few GO Terms. Suppose you're interested in GO:0001516. Then

> library(org.Hs.eg.db)
> x <- org.Hs.egGO2ALLEGS
> Rkeys(x) <- "GO:0001516"
> EG <- mappedLkeys(x)
> EG
 [1] "301"    "551"    "552"    "873"    "972"    "1906"   "1907"   "3248"  
 [9] "4282"   "5601"   "5730"   "5740"   "5742"   "5743"   "6916"   "8644"  
[17] "8877"   "9536"   "10728"  "22949"  "23411"  "27306"  "50640"  "80142" 
[25] "127281" "255189"

gives you the Entrez Gene IDs corresponding to N and

> intersect(EG, your.de.list)

gives you Entrez Gene IDs corresponding to DE.

No, I'm pretty sure that information isn't stored in the output. To get it, you'll have to do something like this:

# Basic set-up:
DB <- paste("org", species, "eg", "db", sep = ".")
require(DB, character.only = TRUE)
GO2ALLEGS <- paste("org", species, "egGO2ALLEGS", sep = ".")
EG.GO <- AnnotationDbi::toTable(get(GO2ALLEGS))
d <- duplicated(EG.GO[, c("gene_id", "go_id", "Ontology")])
EG.GO <- EG.GO[!d, ]

# Now choosing DE genes for each GO ID/Ontology combination:
de.by.go <- split(EG.GO$gene_id, paste(EG.GO$go_id, EG.GO$Ontology, sep="."))
de.by.go <- lapply(de.by.go, FUN=function(x) { x[x %in% de] })

I'm assuming you have some species identifier in species, and a vector of Entrez Gene IDs in de. I'm also assuming that you haven't set universe in your original call to goana.