Trixie Dixon, girl detective, of Black Jack Justice. She's every bit her partner Jack's equal as a detective and just as good in a firefight as he is, even with Jack's being a war veteran. She regularly keeps a barretta pistol in her purse and a small gun Jack jokingly calls the "mouse trap" strapped to her leg. At minimum.
Almost every female character from Darwin's Soldiers, though Snow, Dr. Joe, Aimee, Sharon and Aisha deserve special mention.
Foxy from Dead Ends is just as good at fending off the undead as the male characters. She even decapitates a would-be rapist with a katana!
Suprisingly for a game based on a LEGO theme with a cast consisting entirely of four men, Dino Attack RPG has had quite its share of action girls over the years of all kinds. To name a few specifically:
Cabin: A qualified helicopter pilot, practically second-in-command when it comes to taking action in the skies.
Maria: A lesbian action girl with a firmly feminist attitude that came from growing up in a sexist society.
Sarah Bishop: Oh boy, where to begin. Bludgeoned a man in the head (plus Cabin- an innocent bystander), shot who knows how many mooks working for XERRD, and single-handedly fought off Spy Clops (a giant spider-like cyborg) in a burning room... all to protecther daughter.
Zealot: Refused to leave the GAIA Squad's side in the battle for Mount Bricklake.
In Greek Ninja, Sasha, Eleonora, Electra and demigoddess Danae Elliades, although it's more of an informed attribute in her case.
All of the female characters in Kadu'av. Eden and Rachel are both well trained mercenaries who are skilled swords women, Gunari has cut down men to save her daughter, and said daughter, Tasaria, is revealed to be ridiculously powerful.
The Kindness of Devils: Pick any major female character and they'll fall under this category. Even Erin Hasegawa has no problem facing off against vampires, werewolves, and friggin' Nyarlathotep.
In Moonrise, Many of the she-cats are just as strong, if not stronger than, the toms. In fact, at one point in time, literally every single Clan leader was female- in fact, most of both Flame Clan's leaders have all been female, most notably Robinstar, Dovestar, Skullstar, and Rowanstar.
Mahu has several in his "Second Chance" narrative let's play, including Commonwealth admirals Shu Lin and Ibrahim. Each one is a veteran commander and victor in dozens of engagements both within and beyond the frontiers of their Republic.
The Never Mythos has Eliza Cortly, a powerful Seer who uses her powers to fight off malicious deities and monsters from an alternate dimension.
Kit Baxter, a.k.a. the Flying Squirrel, from Red Panda Adventures. When she realized the man she drove around as chauffeur was Toronto's resident superhero, she demanded she be let in on it. Not long into this partnership, she's at least on par with the Red Panda in nearly any crime fighting situation and is just as, if not more, prone to saving the Panda from distress as the reverse.
Resident Evil Abridged: Jill is the primary example, given she was able to navigate much of the Spencer Mansion on her own, with little assistance from her partner, Barry Burton. In the final scene, she and Rebecca cover the team's escape by holding off a wave of zombies.
Rebecca Stone in Demo Reel. Quirky, Nerves of Steel, and would have been more than happy to beat a guy twice her size to death.
This Is War has several, including Rebecca "Tex" Church who works as the less-than legal debt collector for a less-than legal gang.
In the Spanish DestripandoLaHistoria, Mulan, Rapunzel and Snow White are action girls, since they are that way in their original tales.
Tasha of Touch is a self-confident girl with a Batman complex and super strength, who uses her powers to mug drug dealers, break people's hands, and punch things.
Since the Whateley Universe is a superhero world, it's not surprising that every female main character is this. Except Summoner, who's a White Mage and Squishy Wizard right now. Plus several auxiliary characters like the headmistress (who is Lady Astarte in her spare time) and a bunch of the female teachers.
The Gods Are Bastards Fairly common, since one of the major deities of the setting is a goddess of both warfare and feminism. Her paladin is one of the main characters, and naturally also female.