Solo RPGs are almost as old as the hobby itself. Tunnels & Trolls, one of the oldest games out there, has a LARGE series of solo scenarios that's still going on with the latest adventure released a few weeks ago.
With the constant growing of the hobby, solo games are also growing more and more popular, with dedicated communities on most social platforms.
Not all RPGs have dedicated solo rules or expansions, though.
Savage Worlds has been my first go-to RPG for at least five years now. In my opinion it is a ruleset with great potential for solo games, because of all its meta components and rules: Bennies, Quick Encounters, Support and Tests seem perfect to make engaging and entertaining solo games.
There are a few interesting options already out there, each of them rather unique in approach, let's see what they are.
Deadlands - Crater Lake Chronicles is a Choose-Your-Own-Adventure style book, set in the world of Deadlands - The Weird West, Pinnacle's flagship setting for Savage Worlds. You navigate through numbered paragraphs and make your choice at the end of each. It is a nice, three part story, well written and structured with, perhaps, little replay value. The Choose-Your-Own-Adventure approach makes for an out-of-the-box, immersive, well structured experience, but you will probably only play through it a few times and then that's it.
Solo Game Guide for Savage Worlds is a SWAG product that offers a completely different approach. It is a 15 page guide with tools to run your own stories and games. In other words, it helps you "be your own GM", and there's no ready adventure here. So, there's endless replay value... assuming YOU come up with adventure ideas. That's primarily achieved with a series of "oracular" mechanics, which answer questions you make while playing, and provide generic, inspirational input you'll have to flesh out to keep the adventure going. It may be thought of as a sort of on-the-fly, generic adventure generator. It is part of a large series of solo guides for many different RPGs, but seems to be well integrated with the specifics of Savage Worlds, with specific setting rules to enhance the single player experience.
Along the same line of oracular play, The Scheme Pyramid might be worth considering. Even though it is NOT designed for solo play, it proposes an "adventuring framework" that might be pretty good for solo games if what you you want is a guidance tool.
Gold & Glory is my fantasy toolkit for Old School dungeon adventures, and the G&G line includes a Solo/GMless guide with rules and suggestions for solo playing G&G adventures: with the rules and suggestions in the guide you can play (and replay) any of the seven dungeons found in the Gold & Glory - Seven Deadly Dungeons book, as well as all the other dungeon adventures that are available for G&G. Replay value is fairly high because G&G dungeons are always new at every game.
The Crypt of Doom is a free online adventure that is ready for solo/gmless play with just the Savage Worlds rules, or expanded with the full G&G toolkit. It is based on the G&G dungeon generation system, but somewhat simplified because well, I'm a total noob at html!
And then there's Curse of Aufgarts, which I've been working on for weeks now, which should release in a few months!