Danae in The Birth of Perseus
Danae totally fulfills all the requirements for the position of damsel in distress. For one, she's drop dead gorgeous--like stupid, ridiculously hot. Here's a question: why do all damsels in distress have to be pretty? Why can't they ever be moderately attractive young ladies, with a sparkling personality? Or maybe totally unattractive girls who are pretty mediocre all around, but just need some help? (Just sayin'.)
Also, like so many damsels in distress to follow after, Danae is all the time getting locked up. First, her dad, King Acrisius, locks her in a bronze chamber because the Oracle of Delphi told him that she'd give birth to a son who would kill him. Later, when Zeus impregnates her with Perseus as a shower of gold, Acrisius locks her in a chest and throws her in the sea. (Sounds like this damsel has good reasons to be distressed.)