though I would add people are less likely to take a game with all female characters seriously, unless those females are highly sexualized.
Portal did pretty well.
What about Metroid? The main character Samus was female.
I was talking about this with Caz because it seemed to be a rather pro-woman exception. But apparently I was misinformed because I didn't beat the game fast enough. The faster you beat the game the more clothes samus takes off in the end, down to a bikini. So...
Also, for portal there is this:
http://half-life.wikia.com/wiki/Caroline"Several sound files of Caroline's cut dialogue can be found within the game's cache files. The unused dialogue has Caroline addressing someone as "sir" and desperately insisting that she does not want something. The precise location in Test Shaft 09 for where this dialogue was meant to be played before being cut remains unknown. An Internet rumor claims that J.K. Simmons has revealed that this was intended to be a dialogue between Caroline and Cave Johnson and that Simmons refused to record his portion of the conversation because he felt it was too much like a rape scene. Erik Wolpaw has said in an interview during GDC Online 2011 that this is simply not true.[3] Wolpaw says, "Apparently, these are people who never saw Oz. J.K. Simmons will do anything if you pay him. But that [the rumor] is absolutely not true.""
So for some reason there is some very rape-y dialogue slipped into Portal, which seems odd.
That said, I always thought that rumor was true.
There are, yes, SOME all female games, specifically if it is one protagonist, such a tomb raider (which I believe has toned down the ridiculous proportions,) but then you have metroid and tomb raider releasing new content which is anything but empowering without regards to their protagonists.
I can't think of any others, though I am sure there is one or two.