Rukia Kuchiki, even when she is in captivity, would smack talk back with Ichigo, resulting in a hilarious Lampshade Hanging of the trope.
Ichigo: The one being rescued doesn't get to complain! You just act the part and stand around trembling and say "Oh, save me!"
When at her boldest, Orihime Inoue would also try her hand at this (with various results, not all of them being positive). Some examples are: reasoning with her Hollowfied older brother Sora, standing up for herself an Tatsuki in front of Numb Chandelier, biting a Shinigami whe he tries carrying her away for her own safety and later joining the fight with her Barrier Warrior abilities, de-brainwashing Rukia via a Cooldown Hug in the anime fillers, slapping Ulquiorra when he insults her friends (though this is also a subversion since he was likely counting on it), and reviving Loly and Menoly after they tried to kill her. Considering how she handled Shishigawara and Tsukishima, later Riruka and Ginjou, and how the latest arc has her fully graduating to Combat Medic status, she may have graduated into Plucky Girl status while playing this trope straighter.
Kagome Higurashi from InuYasha would find herself in captivity rather often in the earlier arcs, having not been trained in martial arts before she got Trapped in Another World. Nonetheless, she still managed to help Inu-Yasha out a lot and even talked back at her captors frequently. Then she Took a Level in Badass.
Mobile Suit Gundam Wing: Relena, oh Relena Peacecraft. Sure, she can't fight as well as other girls, but she can talk her way out wonderfully and pulls more than one Go Through Me to defend her friends, her Kingdom, or her beliefs. Again in The Movie where she steals the villain's communications in order to encourage the Muggles to stop Holding Out for a Hero and do something themselves.
Kisara, the White-Haired Pretty Girl that Kaiba's preincarnation falls in love with, is a perfect example of this trope. Seto may have saved her first, but MAN, does she repay the favor in spades. It doesn't hurt either that her soul is the Blue Eyes White Dragon.
Anzu Mazaki from Yu-Gi-Oh! also pulled this more than once, specially when she frees Mokuba from Malik's henchmen at the cost of her own safety. In return, Kaiba himself saves her later. She is not that bad of a duelist either; beating Mai and the Penguin dude from the Big 5, and at the start of the series beat Joey 5 times in a row.
Asuna and Anya from Mahou Sensei Negima! aren't halfway bad at this, but the example is actually Ako Izumi. She's the very proof that you don't have to be an invincible, smartass and emotionless Action Girl to be badass.
Gentoku Ryuubi, and later Sonken Chuubou in Ikki Tousen. They can't exactly fight (if we don't count Ryuubi's Superpowered Evil Side), but Hell if they're gonna abandon their friends because of that.
Barajou No Kiss: Yamamoto Anis will not take any of these dimension warping shenanigans sitting down, thank you very much! She may have just been informed that her father intends to sacrifice her to a seal of unknown demonic origin and otherwise make her life hell, but she is not going to just sit around and mope. No. She is going to kick her Knights' collective asses into gear. And you will obey or you will get the rose thorns of doom.
Lady Ribi from The Twelve Kingdoms is not an Action Girl, and she knows it clearly. She's just The Ojou in a very dangerous time, which is marked by the intrigues of Atsuyu and his disciple Kouya against the King that she works for and strongly believes in. Will that stop her? Nope. Ribi handles all of this very calmly and cleverly, protects the depowered Enki as much as she can, and in the end she unlocks Enki's powers despite clearly knowing that taking his Power Limiter off will produce a backlash that will kill her. She dies, yes, but she also manages to derail Atsuyu's Evil Plan, and helps to cause his fall.
After the horrors she suffered from the Eclipse that robbed her of her sanity poor Casca's mind was regressed to that of a small child, making her very vulnerable to predation from monsters and humans alike and is in constant need of care and supervision. However, sometimes she finds herself on her own, but in such dire moments we see that Casca's former badass self isn't completely gone. The most prominent example to date was when she ran away from Guts out of fear and ran into some bandits, who then tried to gang rape her... but by the time Guts found her, Casca was naked and covered in her would-be rapists' blood after she slashed all of their throats. She also shows glimpses of her pre-Eclipse agility and acrobatics.
Charlotte gets one in the manga when she completely pulverizes her father's face with her feet after he tries to rape her. Pretty impressive for someone who's a distressed damsel most of the time.
At the climax of Tiger & Bunny's second cour, the Big Bad decides it's a good idea to take Kotetsu's daughter, Kaede, hostage. She doesn't just rescue herself — she ends up rescuing every other hero. Superpowerful Genetics sure come in handy.
Baccano's Eve Genoard. A sweet and polite young lady living in America, who escapes her kidnappers and doesn't hesitate to grab someone else's gun and avenge her father. She may not know about the family bussiness, but she has the same iron will.
Ranma, the resident Gender Bender of the series, gets kidnapped a lot in the manga by men who want to marry his girl side. (Even though Fanon would swear that Akane is the only one who gets captured.) This guy punched out a man with the power of a demigod and has destroyed mountains. Damn straight he'll kick your weakling ass if he's unhappy about you kidnapping him.
Whenever she does get captured, Akane tends to play the damsel until she either sees her advantage or someone (usually Ranma) really pisses her off. Then it's clobberin' time, and often even her would-be rescuers don't survive unscathed.
Nami in One Piece Film: Strong World. When kidnapped by Shiki, she defiantly turns down Shiki's offers to join him and when his guard was down, she managed to escape. She would also later work to sabotage Shiki's plans by destroying the plant Daft Green despite exposure to the plant poisons her. And after that, she feeds his men false information so his floating base gets caught in a giant storm, destabilizing things further.
Melfina of Outlaw Star gets this when she stomps on and kills the evil mind-control cactus, force-feedbacking Harry's hacking attempt so damn hard that it blows out his arm, fights back and escapes him when he tries to kidnap her and rejects his advances.
Akiko Aoshika of Wolf Guy - Wolfen Crest evolves into this. It was already astounding that after all of the brutality that was dished out to her, poor Aoshika-sensei was able to pick herself up again. It was even more remarkable when Aoshika is holding an unconscious Inugami when Haguro's men come in only to find him dead, demanding an explanation. When Aoshika tries to persuade her way through, they threaten to rape her to death in front of Inugami. But instead of being frightened, Aoshika gets pissed.Wow lady.
Little Miyuki Chitose gets caught and is used as a hostage to force a recovering Tezuka into a hopeless tennis match with some arrogant Jerkasses. So she decides to yell at her captors and challenge them to a match, despite suffering from the yips herself.
Miyuki: Let go of me, you gorilla!
Yukari Sahashi, from Sekirei. While most Ashikabi are Non-Action Guys, she regularly kicks guys in the balls and beats them up so badly they end up in the hospital. She spends a few chapters holding the Distress Ball after Higa kidnaps her as part of a And Now You Must Marry Me plot and forces Shiina to work for him. However, she eventually realizes that she's been holding the Distress Ball and decides to drop it hard. With a Slasher Smile, she sets fire to his penthouse, tells his secretary to pass on a very insulting message, and then jumps out a 50 story window because she knows Shiina will catch her. This proves to be the cherry on top of his Humiliation Conga.
The unnamed "maiden fair" in the ballad The Outlandish Knight. The knight convinces her to run away with him, then tells her he's going to drown her in the ocean, as he's done to six other maidens. Then, she convinces him to turn his back on her. "Six pretty maidens have you drowned here/And the seventh has drowned thee."
The Dutch ballad of 'Heer Halewijn' is about a girl that asks her whole family to go to Heer (Sir) Halewijn, a man who lures women (and men probably as well) by singing. Her whole family refuses; no one returns from Halewijn. Untill she asks her brother who says something akin to 'as long as you are virtuous, you can go'. So she goes, ends up killing Halewijn, rides back with his (still bleeding!) head in her lap, which is coloured red by his blood and puts his head on the table when her father organises a feast because she has returned.
Superman. Lois Lane, the Post Crisis (1987) incarnation anyway. This is a woman who gets caught by villains all the frickin' time, but only because she's Genre Savvy enough to know that if she does so, she'll not only get the scoop on the front page story, but also somehow survive to write it. And not just by getting rescued — if Superman doesn't know/is depowered/is busy, she'll pretend to fall in love with the drug lord who captured her, then blast herself out of their wedding, veil, gown, and all, with a Mook's stolen machine gun.
Even in the early days, Lois had quite the nerve. In some of the earliest Fleischer cartoons (now public domain) she pulls such stunts as trying to sabotage a getaway vehicle, climbing onto the back of a mechanical monster to see where it was going, blasting away with a submachine gun at would-be train robbers, and disguised herself as a Nazi to warn the American fleet of a U-boat threat (well, it was the early forties). It's been said that Lois Lane's only weakness is Gravity. She just had a Dork Age during the Silver Age where she divided her time between falling off of things, suffering Super Dickery, or committingSuper Dickery.
Mary Jane Watson. Well, In the comics anyway. She has beaten villains and would be rapists with baseball bats, took fighting lessons from Captain America! And became the most Badass of any Spidey love interest. There's a reason so many people hate Joe Quesada for One More Day.
Batman: Barbara Gordon a.k.a. Batgirl/Oracle can hold her own in fights and if she gets kidnapped, she is defiant to the very end and will some way to lay the smackdown as she escapes.
Anya Warbeck has been kidnapped twice, had her child threatened, been generally threatened/taunted in several threads by the site's first Big Bad, and was recently raped. But through it all, she's managed to very quietly but determinedlykick ass, and has only needed her husband to rescue her twice (the second kidnapping and the rape).
A case could be made for Madeline Frost as well, although she's only successfully been kidnapped once, and never raped. One of her kidnappers suffered a compound fracture of the leg before she was finally subdued, and then she told off the Big Bad who had orchestrated the kidnapping without showing any fear.
DC Nation: Fauna was captured by some thugs employed by Lex Luthor (the guy who experimented on her in the first place). Once she is able to undo the collar, she's in mid-escape when Black Canary (her boss) shows up to spring her. Thinking Canary is in trouble, Fauna's bestial side kicks in....
Again, Barbara Gordon: in Batman and Mr. Freeze: SubZero is the most badass damsel ever. She talks back to Mr. Freeze when he kidnaps her, attacks him with the same chains she's shackled with, tries to reason with him once she learns about his Ill Girl wife Nora (so she'll be able to help him save her without losing her organs and later it turns out her blood is enough), saves his Kid Sidekick, tries to save him too...
Shrek has Princess Fiona. She seems to be every cliché about a Princess in need of rescue, until she meets somebody REALLY ANNOYING. She goes downright Trinity when she's in a situation that's at all reasonable to handle herself.
Fiona: Hold the phone!
She didn't stay because she was an unarmoured woman, she stayed because she wanted to. She could only find true love by being rescued.
Princess Teegra from Fire And Ice. Don't let the thong bikini fool you... With her getting captured isn't a matter of waiting for the hero, but a matter of seeing what clever scheme she concocts to escape this time.
In the 1940 film My Little Chickadee, Mae West's gorgeous, fancily-dressed character, Flower Belle, is on a train when Indians attack. An arrow lands two feet from her, and she nonchalantly pulls it out of the wall, goes back to filing her nails... and when a second arrow hits, she responds by mowing them down with revolversakimbo taken from a passenger who wasn't so lucky and a shotgun borrowed from the only other person defending the train... all while uttering one-liners in her signature alluring, devil-may-care voice.
Though it is a comedy film (starring W.C. Fields, no less), so Values Dissonance may apply here — the scene was probably meant to seem unrealistic.
Modern versions of Cinderella often turn the heroine into this, subverting her original Princess Classic / Purity Sue characterization.
Danielle of Ever After averts the "alas, I am but a pitiful female" personality pretty well throughout the movie, but Took a Level in Badass near the end when Monsieur Le Pieu has essentially kidnapped her, and is getting rather creepy. She threatens him with a sword, and has quite successfully rescued herself by the time Henry arrives. That whole spiel she delivers during said scene was just a Moment of Awesome . Also when she punched her wicked stepsister in the face.
Princess Leia in A New Hope. Luke and Han come to rescue her, the rescue doesn't quite work out, so she blasts a hole in the wall, proclaiming "Somebody has to save our skins!" Not to mention, she did what she could to keep the secret of the rebel hideout and had lots of guts when facing Darth Vader. Too bad Alderaan still got blown up despite her efforts.
This trope is also in full force in any of Barbara Hambly's novels. Two things you can absolutely be sure of: 1. Leia will be kidnapped by the Villains of the Book, and 2. She will make their lives pure hell before skewering them with a lightsaber near the climax.
Her own mother, Padme, was also like this in Attack of the Clones. As she faces execution alongside Anakin and Obi-Wan, she gets out of her handcuffs before the two Jedi and begins fighting back!
Spaceballs: What happens when Princess Vespa's hair is caught in enemy crossfire? She grabs a laser gun and mows those suckers down!
Barf: Not bad...for a girl. Dot: Hey, that was pretty good for Rambo!
Elektra King in The World Is Not Enoughescapes her kidnapper by shooting three men and then proceeds to manipulate her kidnapper into suffering reverse Stockholm syndrome going so far as to even die for her scheme.
Diana Palmer, the main female character in the 1996 film version of The Phantom. She's not quite what we'd think of as an Action Girl (she's not the main character, and does get kidnapped twice in the course of the story), but she is anything but weak and frightened. A wealthy treasure hunter with a taste for adventure in the Indiana Jones mold (and, in fact, she's living in the late 1930s, just like Indiana), she also shares Indy's penchant for getting into sticky situations and then coolly working her way out of them, or at least playing more than a fleeting role in her own rescues. Even when the chips are down, it seems, Diana never gives her foes any satisfaction. When she's kidnapped for the first time, for instance, she is not scared but very angry: assuming she's being held for ransom, she declares that "you'll not get a red cent" from her family.
There's a blink-and-you'll-miss-it moment in Raiders of the Lost Ark: If you look closely as they disembark from the submarine you'll notice that the Nazi soldier guarding Marian is heavily bandaged and he has an arm in a sling.
Another Indiana Jones example in Temple Of Doom. While on the mine cart chase, a mook manages to down Indiana for a few seconds. Sick to death of being chased, Willie promptly slugs him so hard he goes flying off the cart.
Subverted in another portion, where Willie grabs a large constrictor snake and flings it away into the brush, thinking it's the trunk of the elephant that's been irritating her all evening.
A non-physical version in the fourth Die Hard movie. John has been running around killing bad guys, but they have his daughter, and put her on the radio to beg her father to give up. Instead she says "Now there are only four of them" before they can yank the radio away, giving him some much-needed intel.
Daphnie: Who's the damsel in distress now? Guard:(whimper) Me. Daphne:Straight up.(knocks guard through a vent)
Dana in True Lies is in the end saved by her father, but before that, she steals the key that the terrorists need to detonate their nuclear bomb.
Batman Forever gave audiences Dr. Chase Meridian (Nicole Kidman), who could be seen as an Author's Saving Throw for the female leads in the two previous Batman films: a straight-up Distressed Damsel (Vicki Vale) and an Action Girl who was nonetheless psychotic, emotionally weak, and pitiable (Selina Kyle/Catwoman). This becomes clear when Bruce Wayne pays her a visit and becomes concerned when he hears feminine gasps and grunts coming from her office. Thinking she's being attacked and finding the door locked, he kicks it in - only to find that Dr. Meridian was just practicing her boxing skills with a punching bag. (To compound Bruce's embarrassment, Chase then makes a sarcastic comment about how he'll now have to buy her a new door.) Later on, when she and Bruce are being attacked by Two-Face's gang, Chase punches out one of the Mooks when he tries to grab her - although she is then taken hostage mere moments later.
The Amazing Spider-Man has their depiction of Gwen Stacy, even when Oscorp is evacuated to deal with The Lizard, she stays behind despite Peter's insistence to leave to synthesize an antidote. She even makes a makeshift flamethrower out of an alcohol burner and a spray can to defend herself when The Lizard breaks into the building.
Escalla in Paul Kidd's trilogy White Plume Mountain, Descent into the Depths of the Earth, and Queen of the Demonweb Pits. Sure, she gets captured a couple of times in the first book (once by the HERO, even), and gets her ass handed to her at one point in the last book, but mostly she's somebody you don't want to mess with. She's the one who actually kills Lolth, the goddess of the Drow, permanently. That's right kiddies, she's a GODSLAYER. She finishes the last book by running an insane Indy Ploy against a GOD to get her best girlfriend back from the afterlife.
Just because something's short doesn't mean it can't splay your lungs all over the grass.
Aliena in Pillars of the Earth. Plenty of distress for this damsel, but girl fights back. And even builds her own successful business from nothing.
Any High Lady in the Codex Alera is there at least in part on account of how unbelievably badass she is with Furycraft. Kitai keeps having to remind Tavi of this. Even when she's pregnant. Bad. Ass.
Murphy of the The Dresden Files. She's five-nothing, petite, has earned her way to the head of a sub-department of cops known for its turnover rate, and works with Harry on a regular basis. She's chainsawed a demon, led more assaults than is entirely fair, it's implied that she's a suitable candidate for being a Knight of the Cross, has instagibbed a living god, has served as the mouthpiece of an Archangel, raided Arctis Tor with Harry... in fact, when she subverts this trope at all in any way, it's because she's sending Harry a message that she's playing the part, and not actually cowed. Harry has a chivalrous rush-to-women's defense impulse. It nearly gets him killed a number of times. He does get a bit genre savvy, eventually.
The Sword of Truth. Despite the latent mysogeny of, well, pretty much everyone in that world, the Confessors, Sister of the Light, Sisters of the Dark, Mord-Sith, various other magic-imbued women... lampshading this, Richard has to lose his protect-women impulse, because they're just as much a threat to his life as men.
Edgar Rice Burroughs's heroines often have their moments, being brave and able to endure hardship, and sometimes even wading into the fray.
Virginia in The Monster Men turns the machine on the attacking pirates; she and the elderly Chinese cook fight them off alone.
Towards the end of In the Heart of Darkness, Belisarius' wife Antonia realizes the Malwa spies she has been feeding (false) information to had decided to kill her and even works out how they would do so with maximum discretion, but what could a diminutive thirty-something ex-courtesan do with such knowledge? Try setting up a counter-ambush that leaves seven street thugs dead, one maimed, and one frightened soul keeping her at bay with a club as he screamed for backup.
From Tolkien's The Silmarillion, Lúthien Tinúviel, an Elven princess who falls in love with the mortal Beren. When her father finds out, he sends Beren on an impossible quest and imprisons her. Time for her lover to rescue her? Not quite! She escapes by her own means (twice), then rescues Beren, who has also been imprisoned in the meantime... by none other than Sauron, whom Lúthien defeats almost single-handedly. Then she helps Beren fulfill his quest (and does most of the work, really). It's interesting to note that Lúthien was a homage to Tolkien's wife, Edith Tolkien, while Beren was basically an Author Avatar.
Ekaterin Vorsoisson of the Vorkosigan Saga. She's a demure, ladylike young mom kidnapped by terrorists, who hijacks a crane and smashes their superweapon to bits with it.
In A Brother's Price, Cira is kidnapped along with Jerin, and while he does the lockpicking necessary for their escape, she's the fighter.
In John C. Wright's The Hermetic Millennia, Menelaus explains that despite her hyperbolically feminine appearance and her profuse declarations of love and harmony, Oenoe is a member of the Nymph security forces. Though she would drink potions of forgetfulness after the fight — to keep it from disturbing the hedonistic life — she is unquestionably a veteran.
Sam Carter, Vala Mal Doran, and Teyla Emmagan are some of the more obvious examples from the Stargate franchise. However, let us not forget the other ladies. Such as Doc Langford, Doc Fraiser, and Elizabeth Weir; sure they're not trained in combat, but they can be just as Badass.
Elena from The Vampire Diaries. She started off as a Damsel in Distress most of the time, but now she is highly competent, tough and capable of defending herself, especially against the supernatural beings around her.
White Collar: Elizabeth Burke, as of the season three midseason premiere. She concocts a brilliant escape plan with nothing but a dog bite, thermostat, diamond ring, and some crazy chair swinging skills.
In Dai Sentai Goggle Five, for some reason the enemy seems to love targeting Miki Momozono/Goggle Pinkto be attacked or sorts, causing her allies to knock the attacker for her, and even worse, she isn't exactly one with the highest constitution as she was fatally wounded in earlier episode and got her capabilities as a warrior questioned. But on the other hand, she usually can take care of herself and even proves her smarts in outwitting the enemies (in the mentioned episode, despite being wounded, she still insisted on fighting anyway), culminating in a Crowning Moment of Awesome where she got off from a Death Trap of a burning book... alone.
Guinevere from Merlin probably has the highest amount of kidnappings and captures on the show, but (as actress Angel Coulby has said in interviews) is also the strongest emotionally. The writers have also admitted that she's got the mostcommon sense. Her ability to keep her wits around her, whether by bluffing her captors or keeping track of what's happening on a battlefield, has kept her and others alive more than once.
She's also the only person who notices Morgana'sPsychotic Smirk. And she doesn't stop there. The episodes were aired Out of Order, but if they had been aired in the original order, Gwen would have gone on to pursue the lead and uncover Morgana's magic. As it is, noticing the smirk is the last nail in the coffin.
Djaq and Marian from Robin Hood. Everyone on this show gets captured at least once; in their case they are rescued by friends and/or love interests, but not before making several nearly-successful attempts to escape on their own.
In Doctor Who, quite a few companions fit this to varying degrees due to the fact that juggling the Distress Ball is in the job description. Jo Grant is essentially this, lying in the middle between Damsel-in-Distress and Action Girl.
Lily Bell from Hell On Wheels kills the Cheyenne warrior who killed her husband by stabbing him with the arrow that was stuck in her shoulder, then is able to trek over several mile and sew up her wound before getting rescued by Joseph Black Moon and Cullen Bohannon .
If you are a villain in Fringe, do not kidnap Olivia Dunham. The best case scenario is that she'll merely escape. Worst-case, she'll kill everyone involved on her way out the door. Specifically, do not attempt to use:
Locking her in an alternate universe and rewrite her brain to believe that she's her alternate universe self. No, she'll just reconstruct her true mind, then teleport herself back to her universe, thus leaving herself with both Olivia's abilities.
Lampshaded in Fraggle Rock. When Mokey is putting on a play with Red in the Distressed Damsel role and Gobo, who's supposed to rescue her, doesn't show up Red proposes a rewrite:
Red: Ha! I'll rescue myself!
Elaine Marley of the Monkey Island series. She frequently needs rescuing from LeChuck, but most other times, she can perfectly take care of herself.
Tifa Lockhart from Final Fantasy VII is a shy Team Mom who Cannot Spit It Out. She's also a brutally effective martial artist and Badass Normal who's arguably The Big Guy of Cloud's group. One could argue that Aeris/Aerith Gainsborough is one as well. She gets kidnapped a few times, but she can smack talk with the best of them, and is ultimately the only real threat to Sephiroth's lunatic Evil Plan.
In Final Fantasy VIII, Rinoa spends a significant part of the game in danger in one form or another. When she's not being kidnapped, captured, or hanging for dear life from a cliff, she's actually a quite powerful party member with some strong Limit Breaks. Then, late in the game, she becomes a Sorceress and pretty much transforms into a walking Game Breaker.
Princess Lilina of Ostia from Fire Emblem 6 starts as this, as you find her locked in a room of her own castle. As soon as Roy meets up with her, though, he hands Lilina a Thunder tome and tells her to fight with him... and she does so without any hesitation. It gets even better when she's promoted into Sage, then she can potentially become the most powerful magic user of the whole game.
Princess Tana of Frelia serves a similar role in Fire Emblem The Sacred Stones (although she only starts out captured in Ephraim's route), and like Lilina, she's the best in her class (in this case, Falconknight/Wyvern Knight, although on the latter she might have competition from Cormag for that title).
Shepard also finds the other female squadmates in Mass Effect 1, Ashley and Tali, in conditions of substantial distress, but they're still entirely badass. Ashley is possibly the most combat capable squadmate you have, and you rescue her after the rest of her squad has been wiped out by alien robots. Tali can do some serious damage in combat with her tech abilities, after you rescue her from being betrayed by the galaxy's most powerful information broker. In fact, when you rescue Tali, the first thing she does upon realizing she's in trouble is to chuck a hand grenade at the bad guys and dive for cover.
Tali and Ashley (if she survived the first game) both have to be rescued again in Mass Effect 2 (Tali from the geth again, and Ashley from the Collector raid on Horizon).
From Mass Effect 3, Eve full stop. The mission she's introduced in, she spends the entire time in containment with you escorting her and Mordin/Padok through numerous Cerberus assaults. When Wrex/Wreav gets her out of containment, the first thing she sees is two Cerberus troopers running at them. Without even hesitating she pulls the shotgun out of Wrex/Wreav's hands and blows them both away, with one hand.
Eve: I can handle myself, Wrex. Wrex:(beat) Women.
That scene's even better if you're playing as FemShep, who looks suspiciously like she's trying not to laugh.
Knights of the Old Republic: There's also Bastila, who takes a while to lose the Distress Ball, but when she does? Overrides a neural disruptor, kills her guard, uses telekenesis to break her way out of the cage and helps mop up whatever Vulkars are dumb enough to hang around after that using the dead mook's double-bladed sword.
Siskier of Blaze Union is extremely devoted to Garlot, has a terrible fear of heights, and is generally cute and perky with a bleeding heart. She's also a scarily competent shot with her crossbow, has an uncanny ability to sense the presence of enemies, and gets hit with the Distress Ball exactly once in the whole of the game.
In Escape From Horrorland, Lizzie gets captured twice, but is still one of the bravest of the characters and is the one devising and setting all the traps and leading the way in the game.
In a similar case, Fuuka Yamagishi from Persona 3, pre-getting her Persona, manages to survive several days being stuck in Tartarus avoiding Shadows, and then awakens to her Persona (Lucia) and like Rise, she and Lucia immediately take over as Mission Control.
Callo Merlose from Vagrant Story. She's kidnapped just before the first boss, and remains captive for the entire game; since she's there to investigate the antagonists anyway, she takes advantage of this situation to learn as much as she can. On one occasion she almost entirely reverses the power balance between herself and her captor. Heck, when she's first kidnapped, she straight up tells Ashley to stay on task and not bother about rescuing her!
In Dragon Age: Origins, the player will be one if they choose the female city-elf origin. Seriously, those corpses weren't there last night were they? And any other female character gets a chance to play at the trope if they get captured near the end. Sure, you can get rescued, but it's totally plausible to just rescue yourself.
Lampshaded in Girl Genius - nobody else was stupid enough to try and kidnap a professional hero's angry sister.
Agatha herself, particularly earlier in the comics before she Took a Level in Badass. While she wasn't too capable in a fight, given some time and parts to work with, she could cobble together all sorts of contraptions to help herself escape with.
In Superman The Animated Series there is one episode where Superman is being beaten by Lobo, Lois Lane shows up, grabs a metal rod and joins in the attack. True this does nothing and the guy even eats the pipe, but it's the thought that counts.
In the Looney Tunes short The Dover Boys, Dora Standpipe beats up the villainous Dan Backslide as she calls for help. By the end it's Backslide who calls for help.
Rarity is one of the girliest ponies on the show, a prissy fashion designer with an extreme dislike for physical work, dirt or getting her mane even slightly mussed. Put her in a fight however and she doesn't handle herself too badly. This is best shown in the episode "A Dog and Pony Show", where she gets captured by a group of dogs who want her to dig up gems for them by hoof. She spends the rest of the episode driving her ponynappers insane in a calculated manner with constant nit-picking, complaining, and the worst whining sound you will ever hear. When our heroes finally reach the ponynappers, they are more than happy to let her go. In the second episode of the series, Rarity is the first one to be attacked when the group is confronted by an angry manticore; she dodges in a flash and leaps back to kick it in the face. Later episodes show that she's willing to stand up to and threaten teenage dragons, and do a fine job against changelings in the season 2 finale.
Fluttershy also counts here, another girly pony (in fact, Rarity's best friend), a Friend to All Living Things, has some fashion knowledge herself, apologetic, very polite, and recognized in-universe as graceful. She has tamed monsters like the aforementioned manticore, a cockatrice, a dragon, and Cerberus himself, and the list only keeps getting more impressive even after that.
Princess Zelda from The Legend Of Zelda animated series actually preceded all the above-mentioned game installments in this department. There were more episodes featuring her battling alongside Link wielding a bow and arrow than there were of Link rescuing her — and she actually had to save him in one.
One appears in the obscure Disney feature Mars & Beyond as part of an outline of how Mars is depicted in pop culture. After being kidnapped because Mars Needs Women, her reaction upon meeting the martian behind her abduction is to kick him in the mouth. After enduring a series of nightmarish tests, she escapes on her own, hijacks a saucer and flies back home — all without her egghead boss noticing she was missing in the first place!
Minnie Mouse is sometimes portrayed like this, particularly in the 1933 short Building a Building" and the 1995 short Runaway Brain.
Roll from the Mega Man cartoon gets captured a couple times, but usually manages to make trouble for her captors—and she's an Action Girl in combat.
Batman Beyond has DanaTan; the few times she ends up as the Damsel in Distress for more than a minute, she fights back. When kidnapped by a Stalker with a Crush, she tricks him into leaving her alone and tries to escape through the sewers. When Batman is overcome by giant rats while rescuing her, she creates a torch out of flotsam lying around and successfully drives the rats off of him. In The Movie, she almost gets away from the Joker who grabs her; unfortunately, she gives him so much trouble that he just throws her to her death instead of kidnapping her.