I am not sure how common it is nowadays, but a more recent example of an Anchoress is Nazarena of Jesus. Born in 1907, she joined the Camaldolese in the 40s and lived as a recluse until her death in 1990.

A family friend was a Discalced Carmelite nun, ergo a member of a cloistered community. She later, we heard, became a hermit. I imagine that she had quarters of her own on the convent property, but I don't know.