I can't believe the violenet screen women lists are missing:

La Femme Nikita (and US remake)
Xena (TV)
Alias (TV - good example of feminized violence, she karate kicks everyone into
             unconsciousness, fires guns often, but never kills anyone)
Long Kiss Goodnight
Double Indemnity (and many other noir films)
the whole women in prison genre e.g. Caged Heat
and if youinclude documentaries there's Nick Broomfield's film on
Aileen Wuornos [and also his film on Courtney Love ;-) ]

Screen-L is sponsored by the Telecommunication & Film Dept., the
University of Alabama: http://www.tcf.ua.edu