New physics is expected at high energies and cosmic rays have high energies, so have there been or are there any plans to put particle detectors in space to study cosmic rays for new physics ?
It is difficult to detect very high energy cosmic rays in space. The reason being that to detect them one needs to interact with them. And an interaction is determined by how much material you put in its way. After you interact, you get massive showers of very high energy particles so you need lots of detectors to detect these. Getting big heavy detectors into space is difficult. That's why cosmic ray observatories are down on at the ground since the atmosphere can be used as a natural cosmic ray stopper.
In saying that, there are some special cosmic rays worth studying. One of them is anti-protons. Since these are pretty easy to stop and detect since it's anti-matter (indeed, none of it makes it to our surface since they disappear so easily). The Alpha Magnetic Spectrometer http://en.wikipedia.org/wiki/Alpha_Magnetic_Spectrometer has just been loaded on to the ISS to do just that.
There are particle detectors in space right now, and many more planned. They not are to used to study ultra-high energy cosmic rays because those puppies are very, very rare indeed.1 Instead they study electromagnetic bands that do not penetrate the atmosphere and cosmic rays a more ordinary energies.
1 Large scale ground arrays coupled with air fluorescence telescopes (i.e. Auger and its planned Northern hemisphere counterpart) cover many square kilometers, which should be compared to the less than 100 square meters size of a large satellite borne instrument.