I've done this a few times when I needed to get something very intimate, or self-involved, or not really other-player-friendly.
I was listening to a podcast on gaming by what sounded like a boyfriend-girlfriend pair, with the guy the game master, the girl the player. That was how they ran all their sessions, and they were proud of that.
I really find this kind of disturbing. Gaming is, allegedly, a social activity. That's one of my big justifications for the X of thousands of dollars I've spent on game books. The idea of a solo campaign...I dunno, it feels like a major taboo somehow, "that's just wrong" sort of feeling.
The weirdest element was that they were doing all the gamer war story routines--but in a campaign where the world is sculpted around a single character, do those even count?