I only know "Tomb Raider" and the one with the pig, I forgot the name of it :P
Which games do you know?
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Mass Effect 1+2, Dragon Age 1+2, Left4Dead 1+2, Saints Row 2, Bayonetta, Borderlands, Marvel vs. Capcom 3, Resonance of Fate.
Just a small selection of the titles where you can play the main character as female.
How could you forget Portal?
Portal is amazing!
Beyond Good and Evil
Just thought of another biggun... What about the entire Metroid series?
Didn't know Metroid was on the 360.
By the way, anyone else though Nameloi made this thread just by the title? :P
Final Fantasy XIII
And more but at this time these...
Add Halo: Reach to the list. I'm sure I'll think of more soon
EDIT: Oblivion and Fallout 3
Argh. Editing time ran out. There is also Fable 2.