There are a few countries which have reigning female Queens or a female Governor General representing Queen Elizabeth as Head of State (if a member of the British Commonwealth). (Governor-General are de-factor Heads of State).
United Kingdom - Queen Elizabeth II
Source: http://en.wikipedia.org/wiki/Elizabeth_II_of_the_United_Kingdom
Queen Elizabeth II
Denmark - Queen Margrethe II
Source: http://en.wikipedia.org/wiki/Margrethe_II_of_Denmark
Queen Margrethe II
Netherlands - Queen Beatrix
Source: http://en.wikipedia.org/wiki/Beatrix_of_the_Netherlands
Canada - Governor General Michealle Jean
Source: http://en.wikipedia.org/wiki/Micha%C3%ABlle_Jean
Governor General Michaelle Jean
St. Lucia - Her Excellency the Governor General Dame Pearlette Louisy
Source: http://en.wikipedia.org/wiki/Pearlette_Louisy
Her Excellency the Governor General Dame Pearlette Louisy
Antigua and Barbuda -Governor-General Louise Lake-Tack
Source: http://en.wikipedia.org/wiki/Louise_Lake-Tack