[Plugin: Posts By Tag] RSS Widget can do this too.

But this plugin also has template tags to show posts anywhere in the blog too and not just widget.

gnetworkau – that is really, really useful advice.
however, i found the default to be ‘tag’ not ‘tags’. you can change this in settings/permalinks, of course.

so your example should be
https://youdomain.com/tag/tag-name-whatever/feed
and here’s another example:
https://www.bapc.info/tag/featured/feed

a customized permallnk example is
https://www.helloari.com/blog/tag/space-elevator/feed/
where all I added was the ‘blog’ location

another customized permalink example is
https://www.helloari.com/blog/topics/web-design/feed/
where i changed ‘categories’ to ‘topics’