Liza Minnelli has great albums but that might not be in the style you're looking for. Ruthie Henshall has some good solo albums, although for some reason I believe The Ruthie Henshall album is out of print, I might be confused though. If you like the cabaret scene, Ute Lemper (Original Velma in London version of Chicago revival, played Sally Bowles in France, NYC cabaret scene) has some great solo albums, I believe she has a Sondheim album called A Hundred Other People and another album in which she performs Kurt Weill (Threepenny Opera) and Kander & Ebb. Barbara Cook also has very good solo recordings, but again, it might not be the style you're looking for. Carol Burnett and Julie Andrews both have good albums, and I believe Barbara Streisand's The Broadway Album is a must-have.
"Some people can thrive and bloom living life in a living room, that's perfect for some people of one hundred and five. But I at least gotta try, when I think of all the sights that I gotta see, all the places I gotta play, all the things that I gotta be at"