Amrah narrates that Sayyidah Aishah (may Allah be pleased with her) was told that Abu Sa'id (may Allah be pleased with him) gives the fatwa that a woman should not travel except with a mahram. She said: "Not all of them have a mahram."
Hadith Referenceالسنن الكبرى للبيهقي / كتاب الحج / 10133