YubiKey isn’t self contained. I was asking about a hardware-based device that has a built-in display (like SecurID does).

Oh, I see, I thought SecurID were just USB HSMs. I'm not aware of one, I'm afraid. Why do you need that much security (and why is a phone not good enough)?

Ideally, we'll all move to U2F soon.

I would like my “thing I have” to be physically separate from the device that stores my “thing I know.” I also don’t always have access to a USB port (or NFC).

Hm I see. I don't know any such device, I'm afraid. I only use my phone/Yubikey. It's not hard to make one, if you're so inclined (TOTP is a pretty easy protocol), and I'm sure someone will be selling one already.