Thermodynamics is traditionally concerned with systems comprised of a large number of particles. Here we present a framework for extending thermodynamics to individual quantum systems, including explicitly a thermal bath and work-storage device (essentially a 'weight' that can be raised or lowered). We prove that the second law of thermodynamics holds in our framework, and gives a simple protocol to extract the optimal amount of work from the system, equal to its change in free energy. Our results apply to any quantum system in an arbitrary initial state, in particular including non-equilibrium situations. The optimal protocol is essentially reversible, similar to classical Carnot cycles, and indeed, we show that it can be used to construct a quantum Carnot engine
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