I guess it's a similar question to "where are all the women in IT?" Which is something that's left me scratching my head as there was nearly a 50/50 gender split when I started back in the late '80s, but over the years I watched the number of women dwindle and dwindle: it seems that as the older ones moved on to other things, there were fewer and fewer younger women coming into the industry. Anyway, I could pontificate about that but as I do so I suspect it may become of decreasing relevance to the subject!
Funny thing, in the CGI industry, it's quite the opposite : there more and more women. True, they still stick to specific roles like animation or compositing, which are the less "technical" and more "artisty" roles, but the occasional tech-girl can be found in R&D/scripting, FX, rigging...
In terms of gamers I know personally, loads are women. I haven't really attempted to count up the number of guys vs. girls I know who are into gaming, and my social circle will be somewhat self-selected anyway, so even as anecdotal comments go, it's pretty, well, anecdotal.

One thing I'm wondering might be a common factor is that many of the women I know who are into games are around my age group, 30s, 40s and 50s (I'm 47) but I don't know if I can draw any conclusions from that or not.
I've been doing a lot of mmos, and women are indeed ( as pointed out by Drsnoozer ) a fast growing pool of players. I think I also personnaly know more females from my WoW days than males, at least among the people I kept in touch with. On the other hand, people I couldn't bear the most were also females. It's often a matter of age, don't ask me why. 30+ were fine, stable, either more discreet or with more interesting things to tell. Around 20yo though... Well let's say it was easier in the end to just avoid this age group entirely :p
As for males, well, age wasn't a factor. They could be the most stupid thing from 10 to 50. Thankfully, there still are nice people, but I never really found a logic.
PS: Oh and this topic title definitely forces me to post this link:
https://www.youtube.com/watch?v=Zqc7mVZQNFoI leave you to this French jewel of a song.