I've been looking into this for some time, but I can't find any cultures in particular that do it, just the odd case here and there of girls being trained for combat. Was there a culture that did it regularly?
Some Norse sagas and histories (Arrow-Odd, The Heimskringla) and Jones "A History of the Vikings" mention "shield maidens" or "valkyries" as trained woman warriors. Unusual but not so rare that they needed to be explained.