Hit Girl on Kickass.

Haywire. Gina Carano as Mallory Kane. Still waiting on the follow up.
"Only a numbskull thinks he knows things about things he knows nothing about."

tv shows
Dark Angel
Alias (never watched it, but she's a secret agent)

Conan the Barbarian 1982 version starring Arnold Schwarzenegger - Valeria played by Sandahl Bergman
The Fifth Element (Milla Jovovich, as someone else said)
Lucy starring Scarlett Johansson
In the Blood and Haywire with Gina Carano
G.I. Jane
Chocolate (2008)

Salt, ( Angela Jolie )

Resident evil

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Agent Carter is a TV show that has a female spy in the 1940s, a spin-off of Captain America. She is indeed very badass.

Scream 1-4 Sidney Prescott played by Neve Campbell a innocent school girl turned into a bad ass opponent to a cruel killer also Gale Weathers Courteney Cox a tough news reporter
The replacement killers 1998 mira sorvino as meg coburn even a film with chow yun fat has a cool ass kicking female lead.
Terminal velocity 1994 Nastassja Kinski as Chris Morrow a cool kgb spy
Lara Croft: Tomb Raider 2001 Angelina Jolie as lara croft a cool archeologist/tomb raider
anyone played by pam grier like foxy brown

There's tons of them but here's a few to start with:
Alien (& all the sequels)(Sigourney Weaver)
Aeon Flux (Charlize Theron)
Ultraviolet, Resident Evil & pretty much anything with Milla in it
Hard Revenge Milly &
Oneechanbara (if you like japanese movies)
Crouching Tiger Hidden Dragon (Michelle Yeoh & Jen Yu)
Kill Bill (Uma Thurman & Lucy Liu)
Terminator (Linda Hamilton, not the lead but bad ass anyway)
Underworld (Kate Beckinsale)
Matrix (Carrie-Ann Moss, again, not the lead but still kicks serious ass)
TV:
Nikita (my fav is the one with Peta Wilson)
Bionic Woman (with Lindsey Wagner)
Buffy (Sarah Michelle Gellar, Eliza Dushku & pretty much all the rest)
Walking Dead (more than 1 tough girl but Danai stands out with her katana)
Xena (Lucy Lawless, Hudson Leick & more)

la femme nikita and the US remake with bridget fonda