Kat from Gravity Rush. Her movements feel like they have weight and inertia yet she's athletic and nimble, I love how when you jump from middle height and start running, she's recovering a bit starting in almost a crouching position to start speeding up.
2B from Nier Laundromata lacks the weight of movements, yet if you do an attack or stop to a halt, she does recover slowly to her default stance. I also like how she runs in different manners when she has different weapons, so when she carries a heavy axe she's balancing her body a bit.
Pitfall: the Mayan Adventure has some light, fast movement that's fairly detailed. The game is actually a bit fast at times, so it helps that the protagonist is fast as well. Jumping from a great height makes him struggle to recover a bit, or if you run from a bit of distance to a wall, he will smack against it and fall to the floor.