'sep' in 'read.csv' doesn't seem to work?

There appears to be a line break missing in first line of .csv. You could use readLines and gsub the linebreak into first line. Also there are weird quotes, you could set them to nothing using quote='' and delete them using gsub thereafter. Finally delete the commas in last column.

rl <- readLines('~/Downloads/hospital_finance_2008.csv')
rl[1] <- gsub('0000027', '\n0000027', rl[1])
dat <- read.csv2(text=rl, sep=';', quote='')
dat[] <- lapply(dat, gsub, pat='"', rep='')
dat <- type.convert(dat, as.is=TRUE)  ## convert to numeric
dat[[length(dat)]] <- as.numeric(gsub(',', '', dat[[length(dat)]]))
head(dat)
#                         X.Estabelecimento...CNES X..Privado.com.fins.lucrativos....clientela.mista..
# 1             0000027 CASA DE SAUDE SANTA HELENA                                                   1
# 2                 0000035 HOSPITAL MENDO SAMPAIO                                                   0
# 3 0000094 MATERNIDADE PADRE GERALDO LEITE BASTOS                                                   0
# 4                    0000183 HOSPITAL SAMARITANO                                                   0
# 5                 0000221 HOSPITAL SAO SEBASTIAO                                                   0
# 6                  0000396 HOSPITAL DAS CLINICAS                                                   0
#   X..Privado.com.fins.lucrativos....clientela.privada.. X..Privado.sem.fins.lucrativos....clientela.mista..
# 1                                                     0                                                   0
# 2                                                     0                                                   0
# 3                                                     0                                                   0
# 4                                                     1                                                   0
# 5                                                     1                                                   0
# 6                                                     0                                                   0
#   X..Privado.sem.fins.lucrativos....clientela.privada.. X..P.fa.blico....clientela.fechada.. X..P.fa.blico....clientela.mista..
# 1                                                     0                                    0                                  0
# 2                                                     0                                    0                                  0
# 3                                                     0                                    0                                  0
# 4                                                     0                                    0                                  0
# 5                                                     0                                    0                                  0
# 6                                                     0                                    0                                  0
#   X..P.fa.blico....clientela.SUS.. X..Total...
# 1                                0           1
# 2                                1           1
# 3                                1           1
# 4                                0           1
# 5                                0           1
# 6                                1           1