The hero rushing to the aid of the captured princess is a timeless tale. Pixelated protagonists have been stomping mushrooms and hurling balls of fire in order to rescue the damsel in distress since video games realized that not every entertainment outing had to be tennis-based.
The funny thing is, right about the time the world really got into strong female leads like Lara Croft and Jill Valentine, the old traditional rescue-the-helpless-princess mold gained enough nostalgic cachet to never really feel outdated. So it continues to this day and will likely always continue.
Then again, there are plenty of princesses that don't really require rescue.
Almost any princess from the Final Fantasy series is worthwhile in a fight, but Ashelia B'nargin Dalmasca is probably the toughest of the lot. After her husband is murdered by the Archadian empire Ashe fakes her death and goes underground as a resistance fighter. By the time she meets up with the main party she is a battle-hardened warrior with a royal bearing as powerful as her sword. Her stats as a warrior are fair, and her magic use is tied for best, making her one of the most well-rounded characters in the game.
Ashe is captured once in the game, and our heroes do indeed come to the rescue. However, she is able to rally her own troops that have infiltrated the skyship Leviathan as well as forming a solid alliance with the Archadian prince Larsa Ferrinas Solidor that proves instrumental to the eventually peace that is brokered between the rival states. The main party does little more than stand off awkwardly to the side while the princess handles everything.
Remember what we said about Final Fantasy princesses almost always being badasses? Well, Sara from the first game is the reason for the almost. She's captured by a rogue knight named Garland, and the Warriors of Light kill him in their first quest in the game.
Now, we're not going to argue that Sara could've gotten herself out of the predicament she was in. It's clear she's no warrior. The reason she's on this list is because sending the heroes to rescue her was a terrible idea. The Warriors of Light corner Garland in the Chaos Shrine and kill him, but this act actually sends him two thousands years into the past. There, he sends the Four Fiends into the present they almost destroy the world, and eventually the Warriors of Light have to travel back in time themselves to fight Garland, now a demon of enormous power called Chaos.
If these meatheads hadn't murdered Garland in the first place, the whole plot of the game would never have even happened, and a whole lot of people would've not died.
The unnamed princess in the indie side-scrolling hit Braid is another interesting case. Like Sarah, it's not so much that she can take care of herself as rescuing her is extremely detrimental. Not to spoil it for you, but the game makes it pretty clear that even though you think you're a hero you are in fact the antagonist in the game and she is running away from you because of some sin in the past.
Plus, if you manage to overcome a ridiculous and insane set of achievements then a special ending is unlocked allowing you to actually capture the princess. If you do so she explodes with the sound of a nuclear bomb. Again, not every girl needs someone to ride to her rescue.
The object of Earthworm Jim's affection doesn't get much character development in the actual games. In the first one she is unceremoniously crushed by a cow just as you beat the game, and in the second game all the characters are revealed to be secretly cows, anyway.
However, in the animated series Princess What's Her Name is a consummate leader in the fight against her sister the Evil Queen Pulsating, Bloated, Festering, Sweaty, Pus-filled, Malformed, Slug-for-a-Butt, and loads smarter than Jim. There rarely comes a time when she requires any help from him, though she always seems appreciative when he blunders to her aid. Oh, and were pretty sure she boinked his Evil Twin, which is another mark in the Do Not Rescue column.
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Specifically we're talking about Ocarina of Time Zelda. Sure, when you meet her she's a little girl with nowhere near the abilities displayed by her hero Link, not that it matters since his adventures as a child only play right into the evil Ganon's hands anyway.
After Link is sealed in hibernation until he is old and strong enough to defeat Ganon, he begins receiving help from Zelda disguised as Sheik. Sheik is a ninja who is also a wizard who plays the Hyrule version of guitar. That means that Sheik is pretty much by definition 100 times more manly than Link in every way.
Think about it... while Link was basically gestating, Zelda, the most recognizable figure in the kingdom, was evading an all-powerful warlock at the height of his strength, all while learning the art of disguise, sneaking, and fighting and still finding time to work on sweet riffs. And she did this for like a decade. The only reason she even ends up captured is because she's so excited that Link has finally gotten off his ass to do some of this work that she reveals herself and ends up snagged. She'd have been better off leaving him sealed away and taking on Ganon herself.