Lara Croft- even if you don't like her, you can't deny she's influential and an icon, enough of one to warrant 2 movies.
Samus- The strong, can kill Ridley immediately upon seeing him type, not the weak submissive Elektra complex type.
Fem Shep- She's essentially the same as her Male Counterpart, just with boobs, and the opportunity to bed Garrus.(So that makes her superior) I think it's because that they didn't change the script to "girlify" it, that's what makes Shepard such a great female character. Or maybe it's the fact that it's Jennifer Hale doing her voice.
Bonnie MacFarlane- She's one of the most genuinely nice people in Red Dead, and she doesn't get shoehorned into being a love interest or entering a stupid Love Triangle. A strong, likable character who happens to be female. Hell, if she played more of a role in the game's story she'd probably top this list.
Elena Fisher- She does kinda get shoehorned into being a love interest, but she sidesteps that by being an actually useful and well written character.
Madison Page- I'm not sure what it is about Madison, she does kinda get exploited in the game and she takes the role of a love interest, but there's just something about her that makes me think of her as an influential female character. Maybe, like Elena, it's because she actually does stuff, oh and she has several escape sequences that would make James Bond blush.