I think that 18F2520 is pin compatible and have built rc oscilator but I'm not sure. I can't check right know. Compare datasheets and find out am I right.
Thats only one I can remember. Maybe there is other replacements but I don't know. Sorry.
Added after 17 minutes:
I did a little search. Go to microchip's site choose microcontrollers. There you can search devices by product details (pin number). You will get a list of devices and you will see prices and which one have internal oscilator. After that you should look datasheets for pin compatibility. It's not easy I know but this is one option.
As far as I know, in the 16F series, you will not get a pin to pin replacement for the 16F87x with internal oscillator. 18F252x will suite your needs but you have to do some small modifications to your source code.