At 7th level, rogues gain the Evasion feature:
Beginning at 7th level, you can nimbly dodge out of the way of certain area effects, such as an ancient red dragon’s fiery breath or an ice storm spell. When you are subjected to an effect that allows you to make a Dexterity saving throw to take only half damage, you instead take no damage if you succeed on the saving throw, and only half damage if you fail.
Monks also gain a feature with the same name, although the wording is slightly different:
At 7th level, your instinctive agility lets you dodge out of the way of certain area effects, such as a blue dragon’s lightning breath or a fireball spell. When you […]
(The remaining text is identical.)
The immolation spell certainly allows a Dexterity save for half damage, but it is not an "area effect":
Flames wreathe one creature you can see within range. The target must make a Dexterity saving throw. It takes 8d6 fire damage on a failed save, or half as much damage on a successful one. […]
Does Evasion apply to all Dexterity saves for half damage? Or, given that Evasion mentions dodging "certain area effects", does that prevent it from working against spells that do not target an area, such as immolation?
Other spells that call for a Dex save for half damage without an area effect include enervation and hellish rebuke. Possibly also chain lightning and flaming sphere, though it's less clear for those. In addition, Acid splash and sacred flame, when cast by an Evocation wizard with Potent Cantrip, would also satisfy this criterion. Of course, there are likely also some non-spell effects that fall into this category, although those are more difficult to search for.
Best Answer
Yes, it works against all "Dex save for half damage" effects
Despite the first sentence in the paragraph mentioning "certain area effects", I believe the second part is more important:
This does not mention only spells that have a specified area. There is an argument that 5th edition has no 'fluff text' hence the 1st sentence still applies. But it does have the concept that rules should be read as plain English, and I believe this is a case where a plain English word ('area') unfortunately coincides with a rules-term used in spell descriptions.
Another way of looking at this is that all spells that require a Dexterity saving throw have some area, otherwise there would be nothing to attempt to dodge away from (which is exactly what a Dex save represents). It's just that sometimes, for spells such as Sacred Flame or Immolation, that area covers only a single individual creature and hence there is no requirement to have an 'Area' stated in the spell description.