Who are the female characters in The Odyssey?

As The Odyssey takes place over many years and miles, there are a number of female characters that feature in the story.
I agree that Penelope is one of the most important female figures in this epic, and she is one of the few female heroes in Classical literature. One of the defining aspects of being a heroine is that, rather than the brute strength and battle courage displayed by male heroes, Penelope is often characterized as very cunning. She is extremely loyal to her missing husband, and deploys several schemes in order to ward off the suitors who come while Odysseus is away. Odysseus is constantly worried about her faithfulness despite his own multiple sexual encounters, and the fear of a wicked wife is enforced in his journey to the Underworld. He talks to Agamemnon, who was murdered by his wife Clytemnestra upon his return from the Trojan War. With this in mind, Penelope as a female character influences Odysseus to hide his initial return to Ithaca in order to assess the current situation.
Eurycleia is an old woman who nursed both Odysseus and his son Telemachus. Her role in the shadows is quite important; she hides Telemachus's quest from his mother, and is the first one to recognize Odysseus for who he truly is. Deception and trickery play important roles in the story, so for Eurycleia to immediately recognize Odysseus from a scar on his leg is quite important. She also keeps his secret from the rest of the royal house.
There are a few magical/divine females in this story. Chief in importance is Athena, who works through Odysseus and his son Telemachus to achieve her own ends. She often aids in Odysseus's quest, and is his patron goddess. There is also the nymph Calypso, whose island Odysseus washes onto after Poseidon has wrecked his ship on his initial journey home from Troy. She has been banished there, and in loneliness attempts to seduce Odysseus into staying on the island with her forever. For seven years they engage in a reluctant relationship, but Odysseus pines for his wife the entire time. Eventually, Hermes is sent to persuade Calypso to set Odysseus free.
Finally, the sorceress Circe is an ambiguous character. She hates men, and when they come to her island she turns them into the animals she believes they are; but Odysseus she keeps human, and they have a year-long affair. Circe's knowledge of the trials ahead aid Odysseus greatly, as she tells him how to seek out the prophet Tiresias in the Underworld, and how to avoid certain death.
There are multiple books set in the land of the Phaeacians, where Odysseus narrates his tale. He is found by the beautiful and young Princess Nausicaa, who is a paragon of female warmth and humility. She tells Odysseus to appeal for assistance home to her mother, Queen Arete. This is interesting because it would be easily assumed that King Alcinous would be the leading voice, as this is a very patriarchal society, but Arete is another greatly intelligent female character, and it is her opinion that will decide Odysseus's fate.
The reader sees Odysseus at the mercy of women almost constantly throughout the story. It is a departure from the common value of kleos, a glory attained usually through death in battle. The Odyssey is a story of homecoming, and the female influence in this sphere is important and emphasized.

There are many significant female characters in Homer's Odyssey, both divine and mortal. Some of these include:

Penelope: Penelope is the faithful wife of Odysseus and one of the main sources of his motivation to return home. As she waits for him, she cleverly outwits suitors who are trying to marry her and usurp Odysseus's kingdom.

Athena: Athena is the goddess of wisdom and watches over and helps both Odysseus and his son Telemachus.

Circe: Circe is a demi-goddess and sorceress who lives on an island. She initially turns his men into pigs and later has a brief affair with Odysseus. Odysseus stays on her island for a year.

Calypso: The nymph Calypso kept Odysseus imprisoned on the island of Ogygia for seven years, wishing to make him her husband.

Eurycleia: She is a loyal and elderly family servant who was nurse to both Odysseus and his son Telemachus.

Nausicaä: A princess who discovers Odysseus asleep on the shore and introduces him to her father the king, she is a model of a modest young woman who practices the virtue of hospitality to strangers.

Perhaps the most important female character in the Odyssey is Penelope, Odysseus's long-suffering wife and Telemachus's mother. She is often called "heedful Penelope" because she is so obedient and loyal. Despite intense pressure from the suitors, Penelope remains committed to Odysseus, believing that he is still alive and will return to Ithaca despite his nearly twenty-year absence.
The most important female character as concerns Odysseus's journey home is the goddess Athena. She routinely helps him and his son, Telemachus, often protecting them from the ill will of the suitors who ravage the family's resources in Odysseus's absence. Athena also convinces her father, Zeus, to intervene on Odysseus's behalf with Calypso, a goddess who has kept Odysseus captive on her island, as her lover, for several years. Calypso refuses to let Odysseus leave until Hermes tells her that Zeus has commanded it.
Odysseus also has a run-in with the goddess Circe on his way home. The witch initially turns his men into animals until Odysseus comes to rescue them, having been coached by Hermes on what to do.
There are a few other minor female characters (including several female monsters: Scylla, Charybdis, the sirens—but they are not characters, per se), though these four—Penelope, Athena, Calypso, and Circe—are the most significant to Odysseus's journey.