There's a long tradition in pulp fiction of the masked avenger, the individual who dispenses justice at the point of a sword or through the barrel of a gun when the authorities can't or won't. From the western/historical genre we have Zorro, the Lone Ranger, The Masked Rider (Hobart), and others. From the thriller pulps we see such characters as The Shadow, The Spider, The Phantom, and more. From comics we have Batman, Daredevil, and a host of others. One thing you don't see outside of the rare comic (I can't think of any off the top of my head although I'm sure there's at least one out there) is a masked avenger who is also a woman.
Enter Catalina Christina Rivera--The Black Rose. If I had to draw comparisons, I'd say the Black Rose is most similar to Zorro. But in reality she combines elements of all kinds of masked heroes with a modern pacing. This is the first book in the series and is a lot of fun. Fast action, interesting character with a fascinating back story, a great supporting cast, and headlong pacing. I highly recommend it.
Great cover too! If you want it, here's the link: