A couple ways I could imagine doing this, but probably the simplest is, in your blog’s root index.php, which tends to look like this:
<?php
/* Short and sweet */
define('WP_USE_THEMES', true);
require('./wp-blog-header.php');
?>
edit the define() line so it’s now:
define('WP_USE_THEMES', false);
Defining the PHP constant WP_USE_THEMES as false turns off the theme engine in WordPress, which will provide nothing more than a blank page (no matter what you’re looking at on the blog) *except* for your syndication feeds.
A note of warning: a feed item is meant to link to a web counterpart. It’s one of the selling points for syndication. However, in your case the link would lead to a blank page. Rather than this, you may want to think about why you need a feed without a web site, and consider what better alternatives to syndication might exist.