at the big mainstream events you'll find loads, they usually listen to metalcore and shit like that. go to a death/black metal show and it'll be guaranteed sausage fest. I think most women aren't really all that much into the music, but rather are looking for some sort of community that accepts them after everyone else rejected them for being fat or whatever. I guess they do find solace in some of the music, but it's more about trying to find a community rather than really being into the music. I've never met a girl that was into black metal.
edit: also sort of answered OPs question here