Are there or were there any other conjoined pronoun-verb combinations like "methinks" in English?
Solution 1:
"Methinks" comes from me þyncð, meaning (it) seems to me. There were originally two distinct but related verbs, þyncan (to seem) and þencan (to think). The former eventually fell out of favour while the latter became the modern think. Commonly used multi-word phrases and terms are often joined into single words over time: look at almost, whoever, prithee, perhaps, and countless others. It does seem that relatively few of these involve personal pronouns, though.
Solution 2:
One relatively similar historical example that comes to mind is:
prithee - "(I) pray thee" (I beseech thee)
Updated: I was adding a link and an explanation, but I think Jon's answer explains it far better than I could.
Here's the link to an excellent resource that you may find helpful: http://www.etymonline.com/index.php?term=methinks