I don't know if you mean Nintendo developed, or published, but I'll just list a bunch of recent "Nintendo" games with playable female characters. The ones with a (?) are just Nintendo published (in NA, at least):
- Splatoon
- Pokemon X & Y
- Pokemon Omega Ruby & Alpha Sapphire
- Animal Crossing: New Leaf
- Animal Crossing: Amiibo Festival
- Animal Crossing: Happy Home Designer
- Fire Emblem Awakening
- Fire Emblem Fates
- Super Mario 3D World
- Captain Toad: Treasure Tracker
- Xenoblade Chronicles X
- Style Savvy: Trendsetters
- Donkey Kong Country: Tropical Freeze (debatable since you have to play multiplayer to play as Dixie specifically, rather than sort of half-play-as-her.)
- Code Name: S.T.E.A.M.
- Pikmin 3
- Mario Kart 7
- Mario Kart 8
- Mario Golf: World Tour
- Mario Tennis Open
- Mario Tennis: Ultra Smash
- Mario Party: Island Tour
- Fatal Frame: Maiden of Black Water
- Super Smash Bros. for 3DS & Wii U(?)
- Hyrule Warriors(?)
- Fantasy Life(?)
- Yo-Kai Watch(?)
- Fossil Fighters: Frontier(?)
- Bravely Default(?)
- Bayonetta 2(?)
- The Wonderful 101(?)
- Disney Magical World(?)
- Puzzle & Dragons Z + Super Mario Bros. Edition(?)
- Any game with Miis
I omitted games with ambiguous characters, like Kirby and Yoshi.
Also, I left question marks off of some of the Camelot Mario sports titles, as they are ostensibly 'Nintendo' titles, even if not developed in-house. For no good reason, I left question marks on for Hyrule Warriors and Smash Bros. (mainly because they're in more unique predicaments than the Camelot Mario titles).