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The Legend of Zelda: Peach's contemporary, Princess Zelda, fits the trope, but not in a way that plays the trope precisely straight. While finding/rescuing/protecting her is usually Link's ultimate or major goal in any game where she is present, she almost invariably cooks up some clever ideas whereby she can actively work against the Evil Plan of the Big Bad who captures her. The classic Distressed Damsel, by contrast, is tactically of no use whatever.
In the original game, she knows she's going to be captured as part of Ganon's plot, so she fragments the Triforce of Wisdom (which is what he's really after) and hides it in various parts of her kingdom, then enables her most loyal servant to escape to find help while she herself is taken prisoner.
In The Legend of Zelda: A Link to the Past, though she is in a prison cell at the beginning, she is quickly rescued by Link. She only gets kidnapped again about a third of the way into the game; she gets rescued in the second-to-last dungeon, after which she and the other Maidens (themselves Distressed Damsels) use their magic to break the barrier barring entry into Ganon's Tower.
Played painfully straight when she reveals her identity near the end of the game and immediately gets kidnapped.
In The Legend of Zelda: The Wind Waker, Zelda starts out as leader of a gang of pirates, while Link's just some kid, which makes her more competent then the main character. She's also vital in the final boss fight.
In the sequel, The Legend of Zelda: Phantom Hourglass, she spends the first half of the game AWOL and the second half as a statue just to make sure she had a reason not to be kicking ass by Link's side.
In The Legend of Zelda: Twilight Princess, she isn't kidnapped - she surrenders to the Big Bad to save her people from genocide, although it amounts to roughly the same thing. While unable to actively participate in the fight for most of the game, she is extremely helpful to the point of appearing to give up her own life when she does appear, and is a vital participant in the endgame.
And yet is still able to actively assist Link in combat, including the final boss fights.
Played straight, after all these years, in The Legend of Zelda: Skyward Sword, where Link gets involved in the plot in order to rescue his childhood friend Zelda. She actually barely avoids a proper kidnapping.
The fact that Dixie Kong is very much not a damsel in distress is lampshaded by an outraged Cranky Kong.
Palutena in Kid Icarus. Apparently, being a goddess does not make one immune to this trope. Although it's more Mind Control than actual kidnapping.
Played with in an entertaining fashion in the Neverwinter Nights mod A Dance with Rogues. The Princess in the story is the player character and spends a lot more time rescuing people than not, and the character who most fits this archetype is Anden, a male character. Pia actually comments on this when you tell her the tale of rescuing Anden for the first time.
Aerith Gainsborough from Final Fantasy VII, when she is kidnapped and taken to Hojo's laboratory to be experimented on. Saving her makes up most of the Best Level Ever, so hooray!
Also worth noting that the in-game play at the Golden Saucer during the date scene plays with this trope, complete with an evil dragon.
Rinoa Heartilly from Final Fantasy VIII was this, with disturbing regularity. She's probably the second most Distressed Damsel out of the entire Final Fantasy franchise next to the example below, which is actually saying a lot (though it doesn't speak highly of her character). To her credit though, she does get much better once she becomes a sorceress, though she still gets taken captive by Seifer later to be held hostage by Adel, but he was holding her a weapon-point.
Averted in Final Fantasy X with Yuna. Who, while kidnapped three times, managed to escape on her own the first time and actually made a plan to defeat one of the Big Bad's the third time (which the heroes, while pulling off an impressive Big Damn Heroes, messed up) she still escaped on her own. And the second time, she was actually being "kidnapped" by Rikku, so there wasn't any real danger, though the other characters think there is at the time.
Nonetheless, The Spoony One held a running tally of how many times she gets kidnapped in the first place, and she beats Rinoa. Probably iconic is how she happens to get kidnapped by the Well-Intentioned Extremist, then gets kidnapped from there by the Big Bad before the party manages to free her.
In Star Fox Adventures, Krystal serves the role of the Distressed Damsel, being trapped in a crystal up until the end. Which is ironic, considering that she was originally intended to be a player character.
Subverted in The Secret Of Monkey Island: Guybrush Threepwood goes through all kinds of peril to save Govenor Elaine Marley, who was captured by the Big Bad LeChuck. He gets to the church on Melee Island just in time to interrupt their wedding, only for Elaine to descend on a rope from the ceiling. Turns out she'd already made her escape, fooling LeChuck by putting a pair of trained monkeys in her wedding dress, and was actually planning to assassinate him while he was distracted by the wedding ceremony, but Guybrush inadvertently managed to mess up that last step by attempting to rescue her. At least Guybrush ends up getting the honor of finishing off LeChuck.
Maya Fey of Ace Attorney fame. First meeting? Save her in a court case. Disrespects the court rules in case 4? Held in contempt. Reunited in game 2? Save her in a court case. End of game 2? Kidnapped, must save someone else in a court case in order to get her fanny back. Final case third game? Entire PLOT of the case revolves around this.
But subverted in MANY ways as well. For example, she helps you out when she can (her actions leading to the contempt of court charge are the only reason you don't lose that case there and then) and despite her constant ordeals (her dad dying, then her mother disappearing, then her sister being murder with her as the accused, then her being accused again with her own family trying to kill her, then Pearls being in danger, then her mother getting murdered in front of her right after she was about to be murdered herself), she still comes out smiling and full of life, something that Phoenix can't seem to understand. Plus at one point in case 3:5 she saves her own life from the Big Bad by channelling said Big Bad's spirit, thus making it impossible for them to kill her; something which is very clever.
In House of the Dead 1, the thing that draws the heroes to the mansion in the first place is a distress call from Tom Rogan's girlfriend Sophie, who, despite apparently being a fellow AMS agent and the only survivor of her group, is mostly useless. Depending on how you fared, she may or may not survive. In the later games, you can rescue citizens or your partner from marauding zombies for extra lives.
Kusuha Mizuha — her face just screams that she is a perfect target to make a Distressed Damsel, and in every installment of Original Generation, starting from OG 1, OG 2, OG Gaiden, there is always a scenario where she is kidnapped, first by Ingram in OG 1, then by Lorenzo & Murata in OG 2 (only in the remake. The scenario was not featured in the GBA version), and finally by the Bartoll units in OG Gaiden. Not even saying 'I'm not just some damsel in distress waiting to be rescued!' in battles can rectify this...
In Alpha series, however, it's inverted. Once Alpha 2 kicks in and the stories get more proper, it's usually her boyfriend Bullet that needs to be rescued.
Though not entirely subverting to this trope, somewhat the Ridiculously Human Robot Lamia Loveless fell into this trope in OG Gaiden. After all her whole ass kicking and dramatic development back in OG 2, her story in OG Gaiden involves her getting kidnapped and needs to be rescued TWICE (even our resident damsel needs to be rescued once this time). First she's kidnapped by the Bartolls, all while just being in the wrong place in the wrong time, stripped naked and be somewhat brainwashed to fight her allies. She was almost saved... but suddenly, the villains managed to snatch her back after the player has to wait for 6 months to see if she's dead or alive, and brainwash her AGAIN. So much that it takes a former badass enemy turned good to save her completely. Once she's completely saved, she returns being a formidable girl in battlefield (and that even depends whether the player wants to use her or not), though her story arc was over at that point.
In Shin Super Robot Wars, Professor Eri Anzai gets kidnapped by Ze Balmarian Empire because her vast knowledge on the lost continent of Mu.
They're in Medieval cities in the state of war, and the would-be rapists and murderers are exactly the people stationed to keep the peace, and are the only ones with decent weapons and armour around. Truth in Television, unfortunately.
Bastila, a trained Jedi, is kept as a hostage during the first part of Star Wars: Knights of the Old Republic. She'd just crawled out of a crashed escape pod's wreckage when she was captured, and her captors were intelligent enough to fasten a neural disruptor to her head (and she didn't have time to determine where her lightsaber was). She does manage to free herself the instant your rescue attempt manages to thin out the guards enough that she can finally get the disruptor off. However, she is quite offended if you comment that you "rescued the damsel in distress" later on, almost as badly as when Carth starts joking about losing her lightsaber being against the Jedi code.
Similarly, the entire objective of King's Quest II is to rescue Princess Valanice from a tower prison.
And in King's Quest III, the Llewdor Oracle lights a fire under Gwydion's rear by showing him the three-headed dragon that's laid waste to Daventry. The dragon demands a Human Sacrifice, and the one "chosen" this year is Princess Rosella his long-lost twin sister.
Her first appearance notwithstanding, Rosella tends to take this trope for a joyride. In King's Quest IV, she's the one doing the rescuing, finding a MacGuffin to bring back from Tamir to heal her stricken father. She's briefly relieved of her inventory and locked up, but is freed soon enough due to Mook-Face Turn. King's Quest VII has her impulsively putting herself in harm's way, finding a way to free herself from the fire she landed in, and then rescuing a captured king. Top it off with her breaking the More Than Mind Control Malicia pulled on Edgar - who seems to be an absolute sucker for this sort of thing.
In Tales of the Abyss, Natalia and Fon Master Ion are held hostage, she could have gone peacefully to avoid any conflict.
Ion is always getting kidnapped.
In Tales of Vesperia, Estelle is held hostage and used by the villain at the time of the game. She did not use her powers to save an Entelexia because she would have driven him berserk, and the amount of guards could have prevented a feasible escape.
Kairi and her Nobody Namine from the Kingdom Hearts series, though they get a few moments outside the role in Kingdom Hearts II, and really only fall into the role twice each.
The other Princesses of Heart don't fare much better but are sometimes useful. For example, Belle has a particularly memorable scene in which Xaldin has both her and the Rose and is forcing the Beast to choose between them. Belle preempts the choice by elbowing Xaldin in the gut, taking the rose from him, and escaping over to Sora right before the party fights him.
The paramedics from Urban Chaos: Riot Response are usually in need of rescue, which makes sense since they're civilians trying to save injured cops and firefighters while under attack from insane gang members with ELECTRIC SAWS.
Also the firefighters, Officer Forrester, and your C.O. Adam Wolf are in need of rescue. The firefighters are excused because they too are unarmed and the Burners have guns. Officer Forrester when he is not being used as a human shield is rather competent at stealing your kills so he too is excused. Wolf is excused because they kidnapped him at his safe house. Both Forrester and Wolf tell you when to fire at the Burner and they mock their would-be kidnapper.
The original has princesses Maria and Elice, along with Midia, who all fight by your side once you rescue them. Also included is princess Nyna, although she's an NPC who mostly exists for story purposes.
Ellis in Mystery of the Emblem
'In Genealogy of Holy War, Edain, Diadora, Yuria and Lynn start like this before they join you. It doesn't end well for all of them but Edin: Diadora eventually ends up brainwashed and dead; Yuria fares just as badly as her mother Diadora, but she survives, eventually coming into her own when she gets the holy spellbook Narga and bravely vows to keep fighting; and it's implied in a veiled way, through Ares vs Bramsel's pre-battle convo and Ares and Lynn's convo when she's freed, that she was raped by Bramsel after he took her captive.
In Sword of Seal, Princess Guinevere in the mental/emotional sense, Lilina before you free her and she becomes a Magic Knight. Also, Badass Bookworm Cecilia (in her defense, she was injured) and Mysterious Waif Sophia, who also join your group.
In The Sacred Stones, Queen Ismaire of the White Dunes The worse thing? You do not get to save her, and she ultimately dies in the arm of her son, King Incognito Joshua. SNIFFFFF! .
Though Fire Emblem applies the imprisonment plot device to both genders pretty judiciously - probably thanks to the easy "recruit opportunity" of prisoners of war. For example, the afore-mentioned Midia is imprisoned with three other characters, all of whom are men. In Path of Radiance, Rolf is held hostage along with Mist, likewise the POWs Brom and Nephenee. In Radiant Dawn Illyana and Aimee are held prisoner, but so are the three male members of their caravan (and the incognito dragon prince, Kurthnaga).
In Fire Emblem Awakening we have Emmeryn, who's captured and threatened with death unless Chrom gives King Gangrel Ylisse's treasure, Lissa's best friend Maribelle taken hostage by Gangrel for trying to call a cease and desist to the bandit attacks, Nowi the Manakete who was put on an auction block and treated like a circus animal, and Noire, Tharja's daughter who's captured by a slave trader and held prisoner until she finds a bow lying on the ground and her alternate self takes over.
Braid takes this trope and inverts it. In the final level (technically the first, chronologically), the princess is in distress because of you. Nice Job Breaking It, Hero.
Suikoden V has a subversion with Princess Lymsleia. While she is held hostage for most of the game, she chooses to use her authority to attempt an escape from the Godwins and in the war in the favor of La Résistance in a supposed assault on them rather than accept the state of affairs.
In City of Heroes there is a junior heroine, Fusionette, who is constantly getting in over her head, captured and needing rescuing. So much so that it's become a running joke among the community that she has to be the worst superhero in Paragon and the only reason that Vanguard even employ her is as an example of others of how NOT to do the missions.
Ashley Graham from Resident Evil 4 . Made all the more hilarious by how she was shown to want very much to give Leon a Smooch of Victory (and a lot more than just a smooch) for rescuing her at the end... only for Leon to reject her and make sure she knows that he is not interested.
In The Legend of Dragoon, Shana fits the bill perfectly. Even when she joins the party she is the light-elemental-healer.
Parodied in Reset Generation where EVERY player tries to 'rescue' a princess from every other player.
Star Force's Luna Platz becomes one whenever the evil villains attack in the games. There are three occasions in the first game where this happens. When Taurus turns Bud into a monster, then when she (along with Bud and Zack Temple) are forced into doing the swan dance on a trip to AMAKEN. Finally when the kids teacher merges with an evil FM-Ian and goes berserk. Her role as the Distressed Damsel continues into the second game, as she is kidnapped by Hyde-Phantom, then almost trapped in a alternate dimension by Solo-Rogue (along with Bud, Sonia and Zack), then kidnapped by Hyde-Phantom, again and then finally kidnapped by a giant bird monster.
And it all comes to a head in the third game. The trip to Alohaha was supposed to be a relaxing affair, but then Jack and Tia corrupt Strong with a Noise Card, causing him to start an earthquake on the island and force him into a fight with Mega Man. Before you can say "it can't get any worse", JOKER shows up and erases Strong. Just as Jack and Tia transform to fight Geo, Luna picked the absolute worst time to show up - and Joker uses THAT opportunity tokillher! Strong, Luna, and Vogue (Luna's Wizard, the youngest of the lot) all get better, but Joker has established himself as a very serious threat - one that Luna fans absolutely despise.
When Zero first wakes up at the beginning of Mega Man Zero series, he has to protect the girl who revived him, Ciel, throughout the entire first level.
In the Mega ManFighting GameThe Power Fighters, one of the three selectable path objectives is to rescue Roll.
At the end of Total Overdose, Ram has to save a Distressed Damsel in a sequence involving many tropes so dead they don't even have entries. The Damsel is tied to the front of a runaway locomotive by the Villain, and Ram must run along boxcars, jumping into and out of boxcars, fighting mooks, and dodging explosives. The subversions could be that the Villain wears a White Hat with an antique emblem of the US Cavalry on it, and that instead of a horse, Ram gets a motorcycle to ultimately ride to the rescue on.
Sue Sakamoto in Cave Story is continually kidnapped or imprisoned by various parties.
She gets to invert the trope, running into a burning building to save Max.
The line is an Ironic Echo from the first game, when she denies being a damsel in distress like her twin sister was.
Spelunky, has a character known as the damsel, who can be rescued from most levels for an extra hitpoint. One extra hitpoint. She also makes for a good throwing weapon. If you rescue 8 of them in one playthrough, you can play as her and you rescue Spelunky instead.
Marian in the original Double Dragon, where the main objective was to rescue her from the Black Warriors.
Subverted in Double Dragon II: The Revenge. The arcade version starts off just like the first game, with Marian being surrounded by the Black Warriors, only instead of being knocked unconscious and taken into their hideout, she is gunned down to death by Machine Gun Willy. A similar thing happens in the NES version, only it shows Marian being attacked by a ninja (instead of Machine Gun Willy) and the game doesn't actually show the murder occur (the opening only says that it happened). Marian stays dead in the arcade version, but in the NES version she is brought back to life if the player completes the game on hardest difficulty level (playing this trope straight in a way).
She's a no-show in the arcade version of Double Dragon 3, but in the NES version the game's plot was rewritten (specifically for the localized version) so that the final boss turns out to be a possessed version of Marian named Queen Noiram ("Marion" spelled backwards).
Liara's establishing character moment in Mass Effect 1 involves rescuing her from a forcefield she got herself stuck inside, fighting off a krogan battlemaster while she hides in a corner, then saving her from a collapsing volcano. To avoid confusion, and confirm her love-interest status, she then proceeds to faint once she arrives on your ship, since she spent anywhere from hours to days without food or water in extremely stressful situation. Once she's had a proper rest she reveals herself for the Bad Ass she really is in the next mission you take her along. More so in the sequel.
The Rachni Queen somewhat counts, insomuch as a giant bug can be considered a damsel! If set free on Noveria during the first game, she is captured by the Reapers during the third. Both times Shepard can decide to rescue her.
In Neverwinter Nights 2, after you rescue Neeshka from the Fort Locke guards, she says "Does that make me a damsel in distress? I hope not, I hate those women!"
She get snatched off-screen once you enter Merdelain.
Miyu in Red Steel is kidnapped on the first level, and the rest of the game revolves around bringing down the yakuza in order to save her.
Sonic the Hedgehog (2006) features Princess Elise taken hostage by Eggman, who pursues her relentlessly whenever Sonic gets her out of his clutches. Eventually, when she gets a few hints of what Eggman wants from her, she stands up to him by dropping herself to her supposed death to prevent him from acheiving his goal. After that scene, it's only after Eggman threatens to destroy her city/kingdom that Elise chooses to return as his prisoner.
Wonderfully averted in BioShock 2. Eleanor Lamb is setup to be one, but stick her in a combat situation and she absolutely massacres every Mook in her way. It is also revealed that she basically engineered her own rescue by resurrecting her rescuer.
Raven inverts this a few times in Ultima IX, then lampshades it when she has to play it straight. She later puts the Avatar into Distressed Dude territory herself...and makes him like it.
Subverted in World of Warcraft. For the Alliance, you get a quest to rescue the dwarven princess from Blackrock Depths. For the Horde, you're given the same quest in the hopes of improving relations with the dwarves. Not only she does not want to leave, but she is pregnant. And you just killed the father.
Kaori plays this role in Eien no Aselia despite theoretically having the same ass kicking potential as any stranger would. But she never even acquires a weapon and is instead held hostage for almost the entirety of the game by one person or another.
If you romance a Governor's Daughter enough in the 2004 version of Sid Meier’s Pirates!, then when you next visit the port the Governor will tearfully tell you that she has been kidnapped by the Evil Colonel Mendoza and beg you to hunt him down and rescue her. (Successfully doing so leads to the opportunity to propose marriage shortly after.)
Haunting Ground uses this as a gameplay mechanic, by requiring Fiona to have rely on Hewie as her primary means of defense against the game's stalkers. This is especially the case, when she's in full panic mode and unable to move. In most cases, her only recourse is to run and hide 'til the danger's passed.
Princess Kiku in Tenchu gets kidnapped in every game she appears in. It's played with in Tenchu 4, where she orders Rikimaru to kill her as a way to defeat the Big Bad who was holding her hostage, and he eventually complies.
Subverted in Dragon Age: Origins. In the "Paragon of Her Kind" quest, one of your goals is to rescue party member Oghren's wife, Branka, from the Deep Roads, where she is missing. It turns out that she deliberately led her entire clan there in search of an ancient Artifact of Doom. When it turned out the artifact was protected by lots of golems, ghosts, and deathtraps, she deliberately let Darkspawn kill all the men and attempt to turn all the women into Broodmothers, a process that involves force-feeding them the flesh of poisonous monsters and their own relatives, gang-rape by monsters, and lots of Body Horror, so that she'd have a vast supply of monsters to set off the traps and kill the guardians. She's raving insane as well as utterly evil by the time you find her. You can spare her life and take the artifact for yourself, but the better choice, both morally and gameplay-wise, involves fighting and killing her, then destroying it. Even if you spare her, she refuses to be rescued, and stays in the Deep Roads with her prize.
After the infiltration of Arl Howe's mansion, the Warden him/herself can be arrested along with Alistair, and have to be rescued from prison by your choice of party members. Choose carefully, some combinations have truly hilarious results.
There's also a subtle deconstruction in BlazBlue. While on the initial surface, Litchi Faye-Ling is trying to 'rescue' Arakune from his fate as an Eldritch Abomination (and later be captured by Relius), in truth she's been dying of the same corruption and Kokonoe flat out refused to help her, and without any other sources of help, she's Forced Into Evil by joining NOL. In other words, Litchi has been in distress mentally and had to act on her own because nobody is willing to help her, compounded with the fact that she has been hiding her growing corruption from everyone else except Kokonoe, which makes possible helpers like Bang, Taokaka or Carl completely unaware of her distress.
Much of the plot of Asura's Wrath is this; about Asura's struggle to save his daughter Mithra. In the end, no one could stop him from saving her, not even the creator of life itself.
Dark Souls has several. Rhea is trapped in the Tomb of the Giants after her companions either all abandoned her or died. Dusk of Oolacile and Sieglinde are trapped in golden crystal golems. Anastacia of Astora is murdered and you have to retrieve her soul to revive her. Then again, most of the dudes you meet need rescuing you as well.
Jade's distressed damsels in Beyond Good & Evil are quite original, in that she has to rescue her uncle, who is a humanoid pig, as well as all the orphans from the lighthouse.
Dragon's Dogma. The ending works on this premise, with whichever character you have the highest affinity with being kidnapped by the dragon and used as a hostage as your assumed love interest. Can lead to unintended hilarity if someone like Feste or Fournival is chosen. Aelinore also has this as her defining characteristic, and can potentially be rescued three times in the game.
In Little Kings Story, all the princesses are held in jars by the kings you have to defeat to add them to your set. Near the end of the game, whoever you brought with you is swallowed by a rat king, which later gets chucked out the window by the boy whose room you're in.
Dynamite Dux has Lucy, the owner of the two pet ducks you play as.
Elizabeth in Bioshock Infinite seems to be your average Damsel in Distress: she's trapped in a tower, guarded by a terrible ''monster' and must be rescued by the Player Character, Booker. But she's immensely helpful in combat to the point it could be said Elizabeth is escorting YOU, constantly fetching needed supplies and using her abilities to summon useful terrain and helpers from other dimensions. And by the end of the game, she reaches near godlike levels of power and effortlessly defeats her former guardian, a feat even Booker himself couldn't manage.
Princess Satera from Shining Wisdom. You have to save her twice, once from being turned into a swan.
Subverted with Demi and Kyra of Phantasy Star IV; they're both captured, but not to motivate anyone: Demi is immobilized by Zio when he takes over Nurvus, the system she works in, because she's the AI that runs it, but he has no use for her himself. Kyra has to be rescued from a forest of carnivorous trees; she got so pissed off at watching her friends suffering that she decided to go kill her way through the forest to put a stop to it. Turns out the party isn't any better at fighting them than she is, either.
Although mostly an Action Girl herself, there have been incidents in the Sly Cooper games where Carmelita Fox needed to be saved. This is lampshaded in the fourth game when Sir Galleth believes that a woman's role in combat is to be saved... and he was once rescued by Carmelita herself, much to his embarrassment.
Subverted in Chrono Trigger as Marle, Princess Nadia is NEVER in this position. In fact, the only time in the entire game when you have to save her is when she's been effectively erased from time and can't help herself. The rest of the game she's a gung-ho Action Girl who won't back down from anything and the only other time it's possible for her to get captured...is if she's in your party at a story moment when you can also have characters like the super strong Robot and the frog Swordsman; and she still won't just sit there waiting to be rescued.
Robopon has Lisa and Princess Darcy in the first game. While Lisa is a Defiant Captive, Darcy has the misfortune of being trapped in a mirror.