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The Continentals' gender bending adventress Lady Fiona Fiziwigg. This men's suited, top hatted, two fisted, gun wielding, say and do as I damned well please agent in her majesty's service is more distressing damsel then damsel in distress as she investigates a series of brutal "mangling" murders uncovers a tangled web of intrigue, adventure and murder with her Continental Operative partner Jeffrey Tiffen Smythe in victorian England. Find it here.
Oasis in Sluggy Freelance, though not an especially heroic one (which is to say, she is completely psychotic). May be a Robot Girl or a former Tyke Bomb or a vengeful spirit that possesses random passers-by or more than one.
Zeetha from Girl Genius is a warrior woman from a hidden, jungle city which might possibly have a matriarchal society (this is speculation). She appears to be a stronger warrior than any of the humans in the comic, although she is beaten in combat by the superhuman Baron Wulfenbach.
There's also that Baron Wulfenbach is perhaps the most badass individual on that planet. Really, losing to him is no shame for anyone.
That, and Word of God has confirmed he spent a few years amongst her people and is her father, though neither has realized that last bit.
The title character is a proficient in making and usingdeath rays and can hold her ground with a sword, but lacks the physique of a real action girl. Fortunately, Zeetha's working on fixing that.
In this comic, she defeats a half dozen guards singlehandedly with a weapon she's not even known to be proficient in, in a very short time span.
Miko might have been a stick-up-the-butt Knight Templar, but this is a woman that managed to solo the Order twice, defeated a minimum 15th level, artifact-enhanced cleric and can behead people with her feet.
Heck, don't forget Badass Normal / Mama Bear Kazumi. And those poor ninjas thought assassinating a woman who was six-months pregnant would be easy! Also Therkla seems to be one, though we see relatively little of her fighting skill.
Likewise, Lien (who's so badass that her paladin mount is a shark).
Virtually every female character in Errant Story qualifies, though special consideration goes to Sara, the resident warrior-monk. Time-mage warrior-monk.
The Cyantian Chronicles: Silver and Celina best embody this trope. Quinn will, once she does more than spar with family and friends. Chatin, Cilke and a few others cover this trope to a (very slightly) lesser degree.
It helps that the majority of cyantians have some kind of combat training. Especially the members of the Akaelae family and the Mounty royal family. Which makes sense given the need to protect themselves.
Kira in Panthera not only is a star athlete at school, but also aced Panthera's battle obstacle coure on the first try. Oh, she's a fire-powered tiger that fights against a secret government project with Panthera.
Nonami Mumei from Dr. Nonami can frequently be found battling robots, mad scientists, and other villains.
Cally from Spy6teen is a Firey Redhead Action Girl.
Rumors of War features both Elysia and Illyra in a seemingly Gun Fu equivalent of the Mysterious Waif. Both have exhibited magical powers that prove useful in close-quarters combat. (Possibly because they're based on Dungeons and Dragons characters.)
Cho from Kagerou fits this trope to a T. Starless also fits as an example.
Elf Blood, being an action webcomic with a majority female cast, would be positively weird without its share of Action Girls. Of note are two of the Incarnum characters: Shanna, a tomboyish brawler; and Carlita, an elegant superspy.
Alex Rayne of Wright As Rayne becomes one after his mind is put into the body of a teenage girl. There are also straight examples in Sareena Black and Ivy League.
Kova, of The Player's Guide To S.I.S.U., is easily the toughest member of her team - the first time we meet her, she's duelling one of them, and takes him apart almost without suffering injury herself.
Scorpio, Taurus, Aquarius and Sagittarius on the hero side of Zodiac. On the villain side, the female ones are more crafty and seem to prefer to act behind the lines (such as Slaver and Legion), but Nightmare, Basilisk and Razor are straight examples.
In Cucumber Quest, Cucumber's little sister Almond takes swordplay lessons and eagerly volunteers to go on the quest in his place. She later pulls off a Big Damn Heroes moment to save Cucumber.