If the letter is a word, as @EdwinAshworth points out, there is no problem whatsoever. People are used to reading "I" and "A" and, possibly "O", as words and not typos. If the letter represents a letter, though, you might momentarily confuse a reader because they aren't used to seeing it stand alone. For instance, if, at the end of a line of a piece of fiction you were to encounter an R by itself, it might look unattractive, owing to the starkness of it being the last symbol of the line. This could be rectified by capitalizing it, as I have done, or putting it in quotes to clarify that it isn't a typo. It isn't wrong, though, as there is no way to correct for it.
Edit: After google searching "single letters at the end of a line", a pretty generic search, I found quite a few discussions on this topic on typography and programming forums.
From an Adobe forum:
hi helpers, i've been working on a text the client of which wants single-letter words NOT to be at the ends of lines. does ID have any tool to prevent these words from being at the ends of lines? i think that it could be done by inserting non-breaking space after these words, but how to do that without searching them and inserting the space after each manualy (too time consuming...)?
From a LaTex forum:
is there a way to forbid TeX break lines right after "a" or "of"?
Of course, I do put "~" after such words often, but I also often
forget to do so.
Maybe there is a dictionary of words that are forbidden to
appear at the end of a line?
From an apache forum:
In many languages the formal way of presenting text (not many know about this -
because of lack of such functionality in other word processors) is that there
cannot be any "single letter" words at the end of a line (Polish is one of the
These all suggest stylistic preferences, and I would say these discussions are analogous to the way typesetters avoid widows and orphans. In over ten years of writing for English newspapers, I've never been prompted to avoid ending lines with a single letter word. Apparently, though, it is very common to avoid it in certain Eastern European language typographies: Polish, Slavak, and Czech, for example.