Are there any women buried in the Vatican?

Yes, including Queen Christina of Sweden: http://saintpetersbasilica.org/Grottoes/Queen%20Christina/Queen%20Christina.htm.

That site says three other women are buried in the basilica, but does not name them.

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My mistake in missing the two other names supplied in the first site I cited. Countess Matilda di Canossa is confirmed at http://saintpetersbasilica.org/Monuments/MatildaofCanossa/MatildaofCanossa.htm.

"She was one of the most powerful women in the Middle Ages, benefactress of the Holy See, forever venerated in the main temple of Christianity. Her marble face inaugurated the series to female figures in St Peter's. Queen Christina of Sweden's and Maria Clementina Sobieski's memorials were added later."

Yes, "The women include Queen Charlotte of Cyprus and Agnesina Colonna Caetani, both buried in the grottoes, and Maria Clementina Sobieski, entombed above her monument, and
Queen Christina Alexandra of Sweden" http://saintpetersbasilica.org/Grottoes/Queen%20Christina/Queen%20Christina.htm

In addition to the women mentioned above (who are buried in the basilica), several women are also buried in the Teutonic Cemetery which is within Vatican city. One the most notable women buried there is Mother Anna Dengel. cf. https://en.wikipedia.org/wiki/Anna_Maria_Dengel

I have read that within the Pagan necropolis below St. Peters they have found the tomb of a woman "Aemilia Gorgonia." The latin inscription on the tomb provided by a husband tells that she was beautiful, chaste and died at th age of 28.

http://saintpetersbasilica.org/Necropolis/MG/TheTombofStPeter-1.htm