Special note should go out to the granddaddy of most Table Top Role Playing Games, Dungeons & Dragons. Fair for Its Day in the seventies, it allowed females in all roles. There was a problematic limitation on female characters' Strength scores in the earliest editions, but as early as 1989's Advanced Dungeons & Dragons 2nd Edition, the rules made males and females entirely equal with females completely able to take on any Action Girl role without limits.
In chess, the Queen is the most powerful of all pieces.
The Pusher archetype is depicted firing an automatic weapon while using psychokinesis in the middle of a firefight.
The Scream in Tomorrow’s Starlight is a necrokinetic martial artist that mixes both skill sets. She charges head on into hand to hand combat with enemies, despite being seemingly outgunned and at a physical disadvantage, and is highly capable with telekinesis.
In Unicornus Knights, Princess Cornelia, Donia, Mirza and Fara are all capable combatants. On The Empire's side, Lyla is the best example, being a famous general, but Marianne and Rozie are no slouches either.
The entire organization of the Sisters of Battle in Warhammer 40,000, as well as the Eldar Howling Banshees. Howling Banshees have only female models, but the entire Aspect is only described as majority female.
More Specifically, the Tau Empire's military Commander Shadowsun and the Farsight Enclave's Commander Torchstar are two of the few non-Sisters of Battle female special characters.
The Tau also feature plenty of female rank-and-file troops in the current (early 2016) books, and there are female Tau heads in the current (early 2016) model kits. Tau wear enough armor that a male and female Tau do not look any different when suited up, and no special mention is made of Tau females in their cadres. Likewise, no mention is made of Shadowsun's gender being unusual for a supreme commander personally leading combat. This suggests that half of the entire Tau Empire military are Action Girls.
The Witch Elves of the Dark Elves in Warhammer Fantasy.
One of the old Dark Elf Beast Master mini's could also count. For that matter, some of the warrior spurs for dark elves have a female torso you can use.
The High Elves have the Sisters of Avelorn.
rpg.net has identified the archetype of the "Lesbian Stripper Ninja" - the classic character most male gamers (and many female gamers) have created at some point in their gaming lives, usually when they were about 15. The Lesbianstripperninja has certain key elements to her, namely, she always tempts men with her semi-nudity but never puts out (because the teenaged male player would be uncomfortable roleplaying sex with his friends' characters), but does put out with female Non Player Characters (because the teenaged male player thinks lesbians are t3h h4wt!!!); she is extremely stealthy, deadly, and agile; and is invariably scantily clad. Typically she will be East Asian in appearance, or if not, a Drow Elf.