Are there any cryptographically secure PRNG libraries for Delphi?

You can use Windows CryptoAPI:

uses Wcrypt2;

function GenerateRandom(Len: Cardinal): TBytes;
var
  hProv : HCRYPTPROV;
begin
  if not CryptAcquireContext(@hProv,
                             nil,
                             MS_ENHANCED_PROV,
                             PROV_RSA_FULL,
                             CRYPT_VERIFYCONTEXT) then
    CryptAcquireContext(@hProv,
                        nil,
                        MS_ENHANCED_PROV,
                        PROV_RSA_FULL,
                        CRYPT_NEWKEYSET + CRYPT_VERIFYCONTEXT);

  if hProv > 0 then
  try
    SetLength(Result,Len);
    CryptGenRandom(hProv,Len,@Result[0]);
  finally
    CryptReleaseContext(hProv,0);
  end;
end;

Example of using the above code:

function BytesToHex(const Bytes: TBytes): string;
var
  i : integer;
begin
  for i := 0 to Length(Bytes)-1 do
    Result := Result + IntToHex(Bytes[i],2);
end;

procedure TForm1.Button1Click(Sender: TObject);
begin
  ShowMessage(BytesToHex(GenerateRandom(16)));
end;

The Delphi Encryption Compendium (which is famous-ish in the German speaking Delphi community, but nowhere else - presumably since it isn't officially promoted) contains a cryptographically secure Yarrow RNG.

Just include the unit DECRandom (and maybe DECUtils) and use it like this (this example uses IInteger but that isn't mandatory):

function generateRandomNumber: IInteger; 
var 
  A: IInteger;  
begin 
  NRnd(A, 512);  // generate 512 Bit random number, 2^512 <= A < 2^513 
  Result := A;
end; 

initialization 
  // Method 1: uses system timer to initialize the RNG (seed)
  RandomSeed;   
  // Method 2: use own seed
  randomSeed(Data, SizeOf(Data));