We describe directed searches for continuous gravitational waves from sixteen well localized candidate neutron stars assuming none of the stars has a binary companion. The searches were directed toward fifteen supernova remnants and Fomalhaut~b, an extrasolar planet candidate which has been suggested to be a nearby old neutron star. Each search covered a broad band of frequencies and first and second time derivatives. After coherently integrating spans of data from the first Advanced LIGO observing run of 3.5--53.7 days per search, applying data-based vetoes and discounting known instrumental artifacts, we found no astrophysical signals. We set upper limits on intrinsic gravitational wave strain as strict as $1times10^{-25}$, on fiducial neutron star ellipticity as strict as $2times10^{-9}$, and on fiducial $r$-mode amplitude as strict as $3times10^{-8}$.