Mysterious Waif C.C. inexplicably wears an Elegant Gothic Lolita costume in one episode; side materials suggest that Lelouch bought it for her without bothering to check her tastes first. As she was going out in public, it's still less conspicuous than her normal apparel of what appears to be a straitjacket.
A special mention needs to go to the Picture Drama where Milly forces the entire student council to cross-dress, and Lelouch gets dressed up like this. He is not exactly pleased, but there's a certain amount of squee from everyone else over "Luluko."
Misa Amane in Death Note was a mix of this and Perky Goth (eith some dashes of Punk Lolita too), though her looks became more mainstream after the Time Skip to indicate her maturity and fame. In the anime, Misa wears outfits like this twice: once as she sings about her devotion to Light in the streets, and later in the Grand Finale... as she quietly stands atop of a rooftop, after Light's death — and it's strongly implied that she threw herself off it. As a matter of fact, it's possible that her original montage actually takes place directly before her scene in the finale, which may be why she, in the montage, is seen on a rooftop looking forlornly at the horizon. The outfit may have been so distinct specifically to draw us to this conclusion.
In the second season of Genshiken, the males discuss what Ogiue would be like as an ero-game character. The answer: she would be a shy girl in a Gothic Lolita dress who would nevertheless be sexually aggressive even if it was her first time.
Kanako from Love Hina Again; she even persuades Keitaro to dress in a goth-like manner briefly. Check out the credits for that episode of the miniseries, which have the other characters, save Haruka, similarly... modified. The cover of volume 11, in which Kanako first appears, has all the characters except Keitaro dressed in this style. Keitaro's not on the cover because he happens to be away until the last three pages of the book.
Cosette d'Auvergne from Le Portrait de Petite Cosette.
Before changing families Senko Himemiya's (later known as Chika Midarezaki) standard outfit was of this variety.
There is also the random shots at the end of the opening video where the female family members are seen wearing EGL.
Everyone and everything from Black Butler. (With, of course, the guys tending more toward Elegant Gothic Aristocrat.) Even grim and steely little Ciel Phantomhive wears tiers of lace and roses spilling off his top hats.
In Loveless, Nagisa's outfits are all traditional gothic lolita. Yes, even when she's at home or eating lunch.
Evangeline A.K. MacDowell (on the picture above together with Chachamaru), who dresses like this all the time when not wearing her school uniform. In one chapter of the manga, Evangeline takes on Asuna as an apprentice and demands that she dress only in gothloli style. In another, she dresses those still at school campus during the holidays in cosplay/Goth Loli, because she's bored. The fanboys were entertained, at least.
Isabella dresses in Elegant Gothic Aristocrat style, which is basically Elegant Gothic Lolita with floor-length skirts and a more ladylike look. Probably because it's hard to pull off the lolita part when you're a six-foot-tall transsexual.
Miwako Sakurada sometimes dresses in Sweet Lolita dresses.
Princess Resurrection: Hime, with heavy emphasis on elegant and Gothic, as well as her younger sister Sherwood.
Quon from RahXephon certainly qualifies, cute umbrella and all. One of the DVD covers has her dress in a more traditional Gothic Loli outfit. Her facial expression and being taller than most lolis makes it border Uncanny Valley.
Suigintou; the other dolls are also dressed in Victorian fashions, but are generally more colorful.
Souseiseki has roughly the same palette as Suigintou, but wears a style of dress based on Victorian clothing for boys, known as "ouji" or "kodona".
All of the dolls could be seen as different types of lolita in general. Hina Ichigo is a Sweet Lolita, Kirakishou is a Classic Lolita (or a slightly more refined Sweet Lolita, take it either way), Suiseiseki and Shinku are Aristocrat-lolitas, and Kanaria is more like mix of Classic Lolita and Aristocrat-lolita.
Hotaru Tomoe (Sailor Saturn) in the second half of the third season of Sailor Moon.
The lead trio in Saint October. They even call themselves the GothLoli Detectives.
The manga adaption features this during Kyon and Mikuru's date. They stumble upon Yuki (What was she doing there, anyway?) who got dressed up like this by some clothing-store owners. Kyon remarks that it looks "pretty damn good" on her.
Due to the popularity of the aforementioned, PVC figurines have been released of the female leads in personally-tailored GothLoli costumes.
Silky from Tenshi Ni Narumon, especially in the first season where she poses for a doll.
The manga has one of these as a protagonist. She also has a clothes' store that sells dresses in the same style.
The twins, Layla and Lola, dress in gothic lolita fashion.
In The Wallflower (Or Yamato Nadeshiko Shichi Henge), we are given the "GothLoli Sisters" who are rather less than elegant, not very lolita-ish, and also not very gothic... but that's what they call themselves, and often chant "Goth Goth Loli Loli".
Anna Kushina in K is 11 years old, has very doll-like skin and white hair and wears a frilly red dress and matching ribbons on her hair. She really stands out since the rest of the members of HOMRAnote the organisation she participates in are dressed like gangsters or thugs.
Cathy dresses this way in Yu Gi Oh Zexal (but only when she duels; other times, she wears a more modest schoolgirl outfit).
Marvel's Livewires miniseries featured a character actually named Gothic Lolita, who served as the Cute Bruiser of the title Five-Man Band. To be fair, she is a self-named Robot Girl, and her teammates have equally odd monikers.
Also from Marvel, Runaways leader, Nico Minoru, is explicitly referenced as such in the comics first script.
Kim Pine during the gig in Scott Pilgrim and the Infinite Sadness.
Mana of "Malice Mizer" and now "Moi dix Mois" is the Ur Example, as well as the owner of one of the major brands, "Moi Meme Moitie". Also counts the the Trope Namer, as the term Elegant Gothic Lolita was coined by him to describe his own style.
Little Miss Badass Latooni Subota finds herself turning into this. First by accident, second in order to match her with the Princess she was assigned to guard, and finally ordered into it by one of her superior officers because frankly, she looks so damn cute in it. To be fair, however, every time she wore that dress, she ended up with a fair amount of Character Development, and the officer giving the order actually says as much.
And don't get us started on her giant robot. There's a reason the game's development staff nicknamed it the Gothlolion.
Yurika Kirishima of the Rival Schools sequel Project Justice dresses in this style (and her profile even lists a like of frilly and lacy clothing) but the colors of her clothing (light blue dress and a bright red ribbon) contrast to the typical dark colors associated with this trope.
In the Tales of Ash saga, a girl from Those Of The Past dresses like this. She's a very creepy-looking Emotionless Girl named Rimelo, never seen without her partner Shroom. In XI they attack the Ikari Warriors to steal Magaki's body, stealing Heidern'sEyepatch of Power in the meantime; in XIII they ambush Kyo Kusanagi to give him his KOF invitation, in the Story mode she stands by Shroom's side as he speaks to Ash Crimson, and she's also there when Shion returns to this world in the ending.
The "Dark Beauty" dress Cordelia can acquire in Shadow Hearts: Covenant is, appropriately enough, in this style. In From The New World, Hilda takes up the fashion.
In The World Ends With You, Lapin Angelique, the store in A-East, carries Gothic And Lolita attire as its main stock.
Virtually the entire Touhou cast is dressed in goth-loli style; even the traditional Japanese outfits seen in the games come with frills and lace. One gets the impression that the artist (ZUN) doesn't know when to stop adding details. He's once explained the expressive frills as "I don't know how to draw straight lines."
Mountain Of Faith's second boss, Hina Kagiyama, Undefined Fantastic Object's sixth boss, Byakuren Hijiri, and Phantasmagoria of Flower View's Medicine Melancholy are actually some of the few who fully represent this trope.
Also, series protagonist Reimu herself started as a rather traditional Miko whose outfit was progressively wa-lolified.
Rock Band has a handful of frilly, lacy articles of clothing, thus allowing you to dress a female custom character like this if you want. There are also a few items suitable for an Elegant Gothic Aristocrat.
In Immortal Souls, all of the women in one of the vampire gangs dress in a style like this. Which leads to the rather quirky visual of the buff, trenchcoat-clad main character getting his ass kicked by girls wearing corsets, frilly skirts, and Parasols of Prettiness.
Every female character in Death Smiles dresses like this, most likely because they're in a world reminiscent of early 20th century Europe - in the endings, any girl who returns to the real world is generally seen wearing more mundane clothes.
In Little Busters, Komari's casual outfit is a cute gothic lolita outfit. Which is probably great evidence of the sheer extent to which gothic lolita has overtaken every other kind of lolita in Japanese media, because while Riki notes correctly that the innocent doll-like aspects of the fashion suit Komari perfectly, the gothic part very much doesn't, while in contrast the sweet lolita subgenre, with its colorful sweets, stars, and fairytale themes, would fit both Komari's general personality and the themes of her route almost impossibly perfectly.
Chimera, from the 3rd season of Winx Club, is a GothLoli. It has been criticized that Stella should know this (especially since it's a well-known fashion style), but she doesn't act that way, calling her look "pre-teen meets goth".