Guo Juan, Chinese pro 5 dan, won the EGC four times in a row in the 1990s.
Xuefen Lin, pro 1 dan from China, won the US Open in 2005.
Svetlana Shikshina, a Russian national playing at 3 dan in the Korean pro association, won the European Go Championship in 2006.
I'm not sure, but I think Feng Yun (the other female pro 9 dan, along with Rui Naiwei mentioned in @l-scott-johnson answer) has won some mixed-gender pro tournaments, along with dominating several female-only titles.
So yes, there have been a few female regional Go champions. As far as I'm aware, there has not yet been a serious female contender for "world champion". (I put it in quote marks because there's not a world championship, though dominating some of the tournaments that bring large cash prizes to the winner -- the Honinbo, the Kisei, the Samsung Cup, and a few others -- winning several of those in a year, and better still defending those titles for a few years, will get fans arguing that you're the current "world champion".) The two female 9 dans have scored wins against male 9 dans, but not in the finals of the most prestigious professional tournaments, as far as I know.
I believe the relative lack of women at the very top of the professional Go scene is a function of the relative lack of women Go players in general. I'm not quickly finding numbers, but this 2016 article suggests that about 87% of pros are male, and about 13% female:
When Yu joined, there were eight other female players and about 60 male players.