Lone wanderer? Just like hitmouse said... Conan.
Or... you could pick up the story of the Bloody Nine in Joe Abercrombie's First Law trilogy (Conan leaves The Seven Samurai to join Gandemort, the Black Widow, and Percy Weasley in saving the world while a crippled Winston Churchill chases the Cambridge Five and defends Constantinople from the Turks and meanwhile the Seven Samurai save Roman England from Angles, Saxons and Orcs). His next three books fit into the First Law world, but are stand alone novels.... Best Served Cold (it's basically the Countess of Monte Cristo written by Quentin Tarantino), The Heroes (imagine Ivar the Boneless leading the Great Heathen Army with his allies William Wallace and Sitting Bull against Richard III and the Lancastrians for three days at Gettysburg), and Red Country (the best description I can give is that it's a combination of the western movies Unforgiven, True Grit, and How the West was Won starring Conan and Katniss).
If you want something along the lines of even more Lord of the Rings.... then Brooks' Shanarra stories, Iron Tower trilogy by Dennis McKiernan, David Edding's Belgariad, Raymond Feist's Riftwar (lots of characters), Robert Jordan's Wheel of Time, and Memory, Sorrow, and Thorn by Tad Williams all feature the sincerest form of flattery, I mean fellowships out to save the world.... and then The Sundering duology by Jaqueline Carey tells Tolkien's story from the Witch King's perspective.
Not out to save the world, just a part of it... Katherine Kurtz' Deryni series, The Curse of Chalion by Lori McMaster Bujold, Legend by Gemmell (As straight forward a tale as it gets. Imagine Conan at sixty-five.), and the Farseer Trilogy of Robin Hobb.
But if it's not fantasy that you require.... The Count of Monte Cristo is Dumas' best... Les Miserables (definitely read an abridged version) by Victor Hugo plumbs the heights and depths of conscience, patriotism, family, and duty... Homer's The Odyssey keeps the tension going and going to the inevitable bloodbath... Larry McMurtry's Lonesome Dove is not merely the best western I've ever read, it's one of the best stories I've ever read... I also love James Fennimore Cooper's The Last of the Mohicans which features a fictional small fellowship in a real historical setting of romance, betrayal, war, venedetta, and race relations...
And speaking of historical fiction... Gates of Fire by Steven Pressfield tells the story of the Battle of Thermopylae in 480 BC... Michael Curtis Ford's Ten Thousand deals with Xenophon's Anabasis.
But the ultimate in a true story, i.e. real history of a fellowship on an incredible journey into fantastic lands populated by amazing peoples where they don't save anyone, but themselves... Undaunted Courage by Stephen Ambrose.
That's my two cents...
