So, off the top of my head I can think of these female lead roles who are 'strong' and a whole lot more, including sometimes vulnerable, weak, contradictory and even capricious:

Carrie from Homeland // Sookie from True Blood // Sonya from The Bridge // Sarah from The Killing // Jackie from Nurse Jackie // Tara from United States of Tara

All of those are TV shows, not movies. But I think that is just my own bias, I have a hard time remembering characters in movies because I only get ~90 minutes of exposure, compared to 450-1000 minutes a year with TV.

One point in support of the argument though -- Sucker Punch which was primarily a female cast, had to cut the most pivotal scene in the entire movie where the lead choses sex & death of her mental self rather than fighting because, despite not being explicit, it was the difference between a PG-13 and an R rating.