I've realized that, as this project has progressed, I've been mostly covering major characters in the gaming canon. Any damsel thus far has been in multiple titles (Peach, Pauline, Zelda), and there hasn't been a secondary character beyond Nana to discuss as of yet, and she was a fairly prominent milestone in Nintendo's exploration in gender. However, the Famicom is on the verge of exploding at this point in history and, in the very near future, a plethora of minor women will be making appearances in these games. Most of them are one-shots, but I have decided that I would like to at least touch on these characters and their roles in this series, and to start off, I'll be doing the first few years of the Famicom.
One of the innocent targets in the classic Zapper title Hogan's Alley is a woman in pink, carrying her wallet and looking generally surprised at the goings-on. She could be considered the beginning of a trend in light gun games, as women are commonly trotted out to serve as a form of penalty in several later titles in the genre.
Maria is the textbook definition of a damsel in this game. Her appearance is a lot like Princess Leia in the original Star Wars, at least in-game. She appears at the end of the stages, and cries for help.
So yeah, nothing really great here.
Hero Takamaru can save one princess per castle in this formerly Japan-only release. If he finds one of these damsels, he will gain an extra life, marking the first time a woman is essentially a power-up in a Nintendo title (that I'm aware of). Of course, not every princess is a legitimate one; some will reveal a demonic face and haunt Takamaru throughout the castle until defeated.
Once again, this is not the most progressive game out there.