The Official Advanced Dungeons & Dragons Coloring Album (1979)

From the web:

This coloring book illustrates a story of an adventuring party and contains a simple single-level dungeon for one to four players. The dungeon uses a watered down version of D&D and only two six-sided dice are required to play.

As such, it is not strictly D&D or AD&D, but is categorized under AD&D due to the title and its time of release.

A storybook with line drawings to color in, but also has a game derived from Advanced Dungeons & Dragons which can be played either solitaire or by up to four players. A dungeon map with rooms is printed in the center of the book, and numbered passages corresponding with the rooms are scattered throughout. A party of characters is moved through the map, battling monsters until a treasure is found or everyone is killed. The scenario was designed and written by Gary Gygax.