Would you mind expanding on what you mean. If you mean become a full on aesthetic hermit and renouncing the world, I can not think of any examples before the advent of Christianity. However, if you mean simply in terms of not involving oneself directly in politics, that was certainly possible and many did. Cicero in fact wrote quite a bit on this problem of people who would not involve themselves in the affairs of state and simply take up philosophical investigation and leisured learning, and the possibilities of this activity only increased with the Principate. Furthermore, there was an entire class of local elite who would have very wealthy but not involved in affairs outside their local community.