OK, how 'bout Holly Hunter & Helena Bonham Carter.
Sorry to pick up on a seven year old post but Holly Hunter and Helena Bonham Carter (both of whom I also love by the way!) have both had quite a lot of lead roles.
Just off the top of my head...
Hunter: Broadcast News, Raising Arizona, Miss Firecracker, Always, Once Around, The Piano, Copycat, Living Out Loud...
HBC: Lady Jane, A Room with a View, Howards End, The Wings of the Dove, Margaret's Museum, The Theory of Flight... (she was queen of the corset for some years!)
I'm sure there are other examples for both actresses.