By an amazing coincidence, I DMed an entirely female group just last Sunday. Of course, my group consists of three married couples and a single woman, so all that was needed was a coincidence of availibility for only the womenfolk to show up.
The party is investigating a mysterious love triangle involving a supposidly stillborn child. The mother traveled to be with her family during her time of sorrow, and the party suspected she had had a live baby (there were clues pointing to this) and smuggled it away, so they followed her to her family manor and managed to get inside to talk with her.
Now, imagine a totally female group, mostly mothers, grilling the DM with questions, trying to determine whether an NPC was currently caring for a baby. Here are some excerpts from this exchange (the out-of-character comments only. During all this they were also having an in-character conversation with her):
"What is she wearing?"
"A black dress - traditional for a woman in mourning."
"Does it look like she hurridly changed clothes before talking to us?
"How would you tell?"
"Do her hair accessories match her outfit?"
"Ummm.... I suppose so."
"When the servent went to tell her we were here, how long were we kept waiting?"
"About five minutes."
"Could she have put on that outfit in five minutes?"
"In my experience it takes a woman considerably longer than five minutes to get dressed." Dirty looks were directed at me, but I felt secure behind my DM screen.
"hmmmm... Does she have bags under her eyes or any indication of lost sleep?"
"Roll a Spot check."
roll. "Nevermind, I can't tell." "I want to check too."
"Ok, everybody who wants to try to tell if she has been missing sleep roll a spot check."
Nobody spots anything.
"OK, does it look like she's been nursing a baby?"
"Ummm... How are you checking?"
"Do her breasts look engorged?"
"How would you be able to tell? They're inside her dress."
"You can tell, trust me."
"Well they don't look engorged...."
And so on... They were getting pretty into it. They decided, based on their conversation and other indications (like snooping outside during the night to listen for crying), that there was no baby in the manor house. It was a very interesting experience, and they all thanked me for a good game afterward, though my wife berated me on the way home 'cause she expected more fighting (gotta love gaming wives!).