A New Kind of Science, by the physicist Stephen Wolfram. After publishing many papers in various science journals, Wolfram decided that it was not feasible to make a substantial jump in scientific theory by the typical method of publishing small papers that can discuss only one small aspect at a time. So he published his magnum opus himself.
Nietzsche. When his first philosophical inquiries did not sell well, his publisher ceased printing his works. He found it necessary to buy back the rights n he self-published his books thereafter.
The following are popular self-published books. Credit to: SelfPublishing.com (https://selfpublishing.com/best-selling-self-published-books/)