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Project Aon has the rights to distribute free copies of the Lone Wolf series of solo adventure books (similar to the Tunnels & Trolls solo adventures) for personal use online. They do it here.
The official site/store for "Land of Og", a funny role-playing game with an interesting mechanic: players may only communicate with a small vocabulary of 'caveman' words.
This page covers various attempts to describe RPGs in general terms. Rather than telling you how to roleplay, this is a collection of articles on what the different ways are -- and the pros and cons of different choices.