Athena
Athena is an arcade platformer that has also appeared on some consoles. It was developed by SNK for the arcade and ported to the NES by Micronics and to a number of other platforms by Ocean Software. The game had a female protagonist, explicitly using the female body as a selling point for the game.
Story
Princess Athena from the celestial Kingdom of Victory is tired of the monotonous life in the palace and sets out in search of adventure by opening the door that was not supposed to be opened. She falls from the sky (losing her dress in the process) and enters the fantasy world controlled by Dante. Athena must defeat a series of beastly warriors and dangers to defeat Dante, free the fantasy world and return to her own kingdom.