Yes there are.
...
Okay, smart ass response aside.
For PK, I can immediately think of 'Spin' by Matt Sconce. Completely impromptu, totally ungimmicked.
There's the DVDs 'Unexpected' by Marc Spelmann and Peter Nardi. That's all impromptu mentalism.
There's cold reading stuff.
Depending on how loose your definition of 'impromptu' is, there's nailwriter stuff.
Basically, start reading mentalism books and you'll figure stuff out. Fundamentals, Practical Mental Magic, 13 Steps, etc. Build up a base of skills and work from there.