Most of the girls of AMARANTO have at least some fighting skill, and participate in various battles throughout the course of the game.
The setup for Aoi Shiro is the girls' kendo club going on a holiday, so all the "normal" girls are trained in at least ritual combat with wooden weapons. The cast only gets more badass from there. Pretty much everyone except Yasumi and Nami is a fighter, basically.
In The Bottom Of The Well, the protagonist may be one; it depends on where players put their skill points. If necessary, she can knock someone out with a crowbar and disarm gun-wielding bandits. Try this without the right specs, though, and it may go differently.
Tomoyo Sakagami from CLANNAD, making her kinda stand-out in a mostly non-Action anime.
The strongest character in Dangan Ronpa is Sakura Oogami, who has wrestling and martial arts as her special talent.
Though Fleuret Blanc doesn't feature much in the way of action sequences, Florentine, Amara, and Augustine are all expert fencers, allowing them to participate in some intense duels.
Hiyoko Tousaka of Hatoful Boyfriend is a hunter-gatherer, emphasis on "hunter". She's shown as the strongest member of the cast, is a Boisterous Bruiser, and can kick holes in the floor.
Kawasumi Mai from Kanon is pretty cool with a sword.
Kurugaya from Little Busters!, who has some of the highest stats in the game, skillfully duels Masato with a sword (and only loses when she breaks the rules by kicking him as well), and manages to take down an entire door in a single kick when she loses her temper against a couple of bullies at one point.
Being heavily action oriented, the Nasuverse is filled with this, with the main heroines always being one.
Just about all the girls in Kara no Kyoukai, even though it's Shiki who takes the cake.
All girls in Tsukihime except Hisui and maybe Kohaku (unless we count Melty Blood, where they're upgraded to Ninja Maids).
All female Servants (Caster, Saber, Rider) in Fate/stay night, plus Rin Tousaka and Sakura Matou (though Sakura is more of a Dark Magical Girl). Though Type-Venus never had any action scenes and seem to be very gentle, it is extremely likely she can kick a lot of ass as well; even weakened, she is still one of the "Ultimate Ones."
Most of the girls in Sunrider fit this, as they pilot Mecha into battle.
Since the framing story involves a giant battle where the champions of various sub-kingdoms battle for the right to marry the prince, all the girls of Princess Waltz are ridiculous badasses. Even the cute quiet young-looking one. Especially the cute quiet young-looking one.