In reply to malk:
Surprised no ones mentioned Nick Drake's Pink Moon, classic album recorded in two nights with only him and his producer in the studio (only him performing). Jackson Browne solo acoustic 1 would be number one for me though, definitely only him on that one!
There must be loads out there but probably less commercial and therefore less well known, maybe more live albums. Tommy Emmanuel has a couple with just him on it as well but I can't recall which ones. John Martyn's debut album was just him, I guess a lot of his live albums are just him as well.