There's a madoka action game for the vita but it's jp only. Fun game though, Homura is beastly.
Also various Nanoha games, though those are more arcadey and simplistic.
Also there's this game called Little Witch Nobeta which is a souls themed game but the char is this little witch girl, not exactly a magical girl but it's the closest I've seen to this, though that being said I've not actually played that one so I dunno how good it actually is, I did hear decent things about it though.
I find that you can have things with magical girls in them, but there's really no pure magical girl things that aren't tied to some pre-existing franchise, and since most games tied to other franchises are not all that good on average, you end up with not much to choose from.
Oh and the sailor moon S fighter on the snes is bonkers. Legit nuts.
