Has anyone mentioned Annie Oakley? Not a big dancing role, but the original version has something like 10 songs for Annie, comic songs, wistful songs, belting songs, ballads. Sally Adams in Call Me Madam is no picnic either. Between those and the aforementioned Rose, Merman really had some tough, demanding roles throughout her career.
Two Gertrude Lawrence roles, Liza Elliot in Lady in the Dark and Anna Leonowens in The King & I are a bit of a workout. (Lawrence performed in King & I up to three weeks before she died. Take that, Donna Murphy!)
Tevye really does it all too, ... comedy, poignancy, quite a bit of singing, and dancing Jerome Robbins choreography...no small feat.
I agree with others who have mentioned Eva Peron, Effie White and Caroline Thibodeaux. Those roles are voice destroyers - truly, a superhuman task to sing eight times a week.
Another role that hasn't been mentioned...Franklin Shepard in Merrily We Roll Along. Sondheim does a subtle thing by having the keys move higher and higher throughout the night, so that the actors sound younger as the show goes back in time. After a long show, "Our Time" has Frank singing some really punishing notes.
"Gif me the cobra jool!"