Aida. While the musical isn't that action-oriented, the title character does display some skill wih a sword in an early scene, and plenty of gumption and backbone throughout.
Little Red Riding Hood and Cinderella in the fairy tale-based Broadway show Into the Woods. While ACT 1 isn't very action-oriented, they both (along with male counterparts Jack and The Baker) Took a Level in Badass in ACT 2, with Cinderella venturing into the woods on her own and dumping her "Prince Charming" (who actually turned out to be a douche), and Little Red Riding Hood replacing her red hood with a fur coat, receiving a knife for self-defense, and becoming a Deadpan Snarking, Axe CrazyGirl with Psycho Weapon threatening to gut any potential attackers. Both ladies are among the only four survivors of the show and actively participate in defeating the Big Bad.
The Baker's Wife displays a take-charge attitude when searching the woods for the four items she needs and also when hunting the giant. Unfortunately, she lets herself be seduced by Cinderella's Prince despite being a married woman, and then gets killed by the giant.
Jack's Mother earns Action Mom points for standing up to the giant in Act 2. It doesn't end well for her, however.
Nala and the lionesses in The Lion King, just like in the movie. However, not only are they more prominent in this version, they become Dance Battlers.
Ariel in The Little Mermaid, for the same reasons as in the movie, with the added bonus that in the stage version, she defeats the villain, Ursula, instead of Eric. Not bad for a Disney Princess!
Ruth in Pirates of Penzance. Near the end of the play, a hilarious fight scene breaks out between the pirates and the police, with Ruth participating in it right along with the rest of them.
The play Saint Joan is about Joan of Arc. This should be obvious.