I found this on Islamonline.com that says its debatable whether or not women can do Hajj without a Mahrem:

1. Among them are those who hold on to what is apparent from the mentioned hadith, they prohibit traveling without a mahram, even for the obligation of hajj. And there is no exception to this rule.
2. There are those who make an exception for older woman with no desire, as has been transmitted from AI-Qaady Bin AI-Waleed Al-Yaajee, from the Maliki madhab. It is especially for women in general if we look at the meaning as was said by Ibn Daqeeq AI-Eid.
3. Some of them make the exception that as long as the woman is with trustworthy and faithful women, then the travel is permissible. Furthermore, some conclude that it is enough for just one free trustworthy and faithful Muslim woman.
4. And some concluded that the roadway must be safe. This is the opinion that was chosen by Sheikh ul-Islam Ibn Taymiyyah. He mentioned that Ibn Muflih in Al-Faroo' said: “Every woman can perform hajj without a mahram as long as she will be safe.” And he said: “This is directed towards every travel in obedience... Al-Karabeesee transmitted this from Ash-Shafi’i pertaining to the supererogatory hajj. And some of his companions also said this about supererogatory hajj and about every travel that is not obligatory, like visiting and trading.”

Source: http://www.islamonline.net/English/h...article1.shtml