When thinking of Nintendo Entertainment System games that have playable female characters it's hard to come up with more than a couple like the obvious Samus.
But looking closely at the NES library reveals quite a few.
There's 76 games currently on this list which feature 8-bit ladies, with more that still needed to be added.
Only 2 games with female protagonists are on the NES Classic Edition. However it is possible to mod and add your own ROMs to it.
A PARTIAL tag means the games has a female playable character, but you play as multiple characters, as a party, or they are only available in a different mode, like multiplayer etc..
A FULL tag means the game has a female character you play though the entire game as.

Sidescrolling, Horror. When playing with 3 or 4 players two of the characters will be women.

Advanced Dungeons & Dragons: Heroes of the Lance as Goldmoon

Side scrolling RPG. In the game you can switch between 8 different party members.

Advanced Dungeons & Dragons: Pool of Radiance

RPG. You create a party, choosing the race, class, and gender of each member.

Apple Town Story (Little Computer People)

Simulation. You play as a little girl who is given a random name at the beginning of the game.
Alien³ as Ellen Ripley

Platforming shooter.

Alien Syndrome as Mary

Shooter. At the beginning of the game the player chooses between Ricky and Mary.
Or if playing coop, one player controls each.

Arkista's Ring as Christine

Top down shooter

Athena as Athena

Platformer with RPG elements.

Attack Animal Gakuen as Nokko Win

3D shooter. Inspired by Sega's Space Harrier.

Bad News Baseball

Sports. Possible to play as girl team. Instructions in game page

Baseball Stars

There's an all female team, the Lovely Ladies, and a hidden feature

Barbie as Barbie

Side scrolling game with shooterish mechanics.

California Games

Sports game. You play as a female character only in the skating event.

Castlevania III: Dracula's Curse as Sypha Belnades

Trevor is the main character, but there are three other support characters you can play in latter levels
Caveman Games (Caveman Ughlympics) as Crudla

Sports game with six different events.

Defenders of Dynatron City as Ms. Megawatt & Buzzsaw Girl

The player can switch between any of the six defenders anytime during the game.

Digital Devil Story: Megami Tensei as Yumiko Shirasagi

RPG. You play as Akemi Nakajima with Yumiko Shirasagi on your party.
Dirty Pair Project Eden as Kei and Yuri

Side-scrolling shooter

Disney's The Little Mermaid as Ariel


Dragon Warrior II as Princess of Moonbrooke
Later in the game you can recruit Princess of Moonbrooke into your party.

Dragon Warrior III
Dragon Warrior IV
Dusty Diamond's All-Star Softball as Zelda & others


Famicom Detective Club: The Missing Heir (Tantei Club: Kieta Kōkeisha) as Ayumi Tachibana
Faria: A World of Mystery and Danger!
Cursed man
Final Fantasy
Friday the 13th as Camp Counselor
At the start of the game you can choose which camp counselor to play as.


Gall Force Eternal Story
Gauntlet as Thyra
At the start of the game you select from 4 different heroes, one of which is female.


Gauntlet II as Valkyrie
At the start of the game you can choose betwerrn Warrior, Valkyrie, Wizard, and Elff. Valkyrie is the female character seen in the title screen.


The Guardian Legend as Miria
Action Adventure Shooter. In the first level of the game you control a space ship. After that you play as Miria for some levels and go back to the scrolling shooter in the ship for other levels.


Idol Hakkenden as Erika
Text adventure gameplay
Indivisible as Ajna
Homebrew. Join Ajna as she battles through forgotten temples in search of her tapir, Roti!
https://kasumi.itch.io/indivisible
Kiki KaiKai: Dotou Hen as Sayo-chan
Kira Kira Star Night DX
Homebrew.
http://kirakira-star-night.riki2riki.com/en/
Konami Wai Wai World as Konami Lady
The Krion Conquest (Magical Kids Doropie) as Francesca aka Doropie
Labyrinth as Sarah

Layla as Layla


Lee Trevino's Fighting Golf as Pretty Amy
Sports. The player is given the choice of 4 characters.


Legacy of the Wizard as Meyna or Lyll
RPG. This game has a unique character selection. You move the cursor over the character you want to play as. There are 2 female options, the wife Meyna or the daughter Lyll.


Legend of the Ghost Lion as Maria
RPG.


Legendary Wings as Michelle Heart
Little Red Hood as Red Hood
An unlicensed Sachen game where you play as 'Red Hood'.

Lost Word of Jenny- Ushinawareta Message as Jenny


Maniac Mansion
Point and Click mystery. At the start of the game you choose two characters to accompany Dave.


Marusa No Onna (マルサの女) as Ryoko Itakura
Metroid as Samus Aran
Action Adventure. If you beat the game fast enough Samus will take her armor off revealing that she is a woman.

Micro Machines as Anne, Cherry, or Bonnie

Miracle Ropitt's Adventure in 2100(Nen no Daibōken)
Action. You control a robot, and when they get hit is destroyed with a girl jumping out who you take control of.

size 1.5em]]Namco Classic[[/size]]

Paperboy 2 as Papergirl
You can choose to play as wither Paperboy or Papergirl.


Perfect Bowling


Pocahontas
An unlicensed Sachen game loosly based on the Genesis Pocahontas game.

The Quest of Ki as Ki
Racket Attack
RollerGames as Hot Flash: Vicki McEuen (the "Sly Fox")
S.C.A.T.: Special Cybernetic Attack Team as Sigourney
Shadow of the Ninja aka (Yami no Shigotonin Kage) as Lady Kaede
Shin Onigashima as Hikari
Space Hunter as Altiana
Sukeban Deka III as Yuka , Yuma, and Yui

Super Mario Bros. 2 as Princess Toadstool or Peach
Sylviana: Ai Ippai no Boukensha (Adventurer Full of Love) as Sylviana
Times of Lore as a Valkyrie
Titanic Mystery: Ao no Senritsu as the three sisters
Top Players' Tennis
Track and Field 2 - Certain events
Ultima: Exodus
Ultima: Quest of the Avatar
Ultima: Warriors of Destiny
Urusei Yatsura: Lum's Wedding Bell as Lum
Valis: The Fantasm Soldier as Yuko Asou
Valkyrie no Bōken: Toki no Kagi Densetsu] as Valkyrie
The Wing of Madoola as Lucia
Wurm: Journey to the Center of the Earth as Moby
Female Creatures / non-human characters
Clu Clu Land as BubblesHello Kitty World
Ms. Pac-Man

ROM Hacks
There are also quite a few ROM hacks that change the playable character to a woman.

Unknown / Disputed
Mach Rider
Image at the end could suggest Mach Rider was a woman, but there's no definite answer.
Female Characters Wiki is a participant in the Amazon Services LLC Associates Program,
an affiliate advertising program designed to provide a means for sites to earn advertising fees by advertising and linking to amazon.com.