As a big cinephile I like doing as much research as a do of genres, actors, directors, I am ashamed of how long it has take me to complete this list. To encourage myself to look up more movies from female directors who had made great movies but don't get enough attention, and to have some recomendations for other who maybe are looking for movies made by women too. Some of them are co-directing roles.
Directors: Lucia Aniello, Kelly Fremon Craig, Lone Scherfig, Greta Gerwig, Agnieszka Smoczynska, Sofia Coppola, Amy Berg, Mira Nair, Sharon Maguire, Beeban Kidron, Patty Jenkins, Wachowski sisters, Julie Taymor, Kimberly Peirce, Nancy Meyers, Mary Harron, Valerie Faris, Ava DuVernay, Andrea Arnold, Gia Coppola, Lynne Ramsay, Kathryn Bigelow, Sarah Gavron, Karyn Kusama, Roxanne Benjamin, St. Vincent, Jovanka Vuckovic, Jennifer Kent, Veronika Franz, Niki Caro, Jennifer Fox, Deniz Gamze Ergüven, Erica Dunton, Aisling Walsh, Sara Colangelo, Lauren Greenfield, Angela Robinson, etc.