I don’t know why this hadn’t occurred to me before, especially since Girls Underground are often orphans, and Annie is pretty much the classic orphan, but the 1982 movie Annie fits the archetype pretty well, although the normal plot points are a bit tangled up.
Annie is a 10-year old orphan, living in an orphanage under the control of drunk, bad-tempered Miss Hannigan, who may appear to be the adversary at first, but is really serving a greater adversary, her brother Rooster (in the end, after all, Miss Hannigan balks at actually killing the girl). She is, of course, dissatisfied with her life, and tries to escape the orphanage constantly. In a sense, the other orphans are Annie’s companions. But when she is taken to the “otherworld” of a rich but surly man, her companions are his assistants, and of course her dog Sandy. The adversary, hoping to cash in on Daddy Warbucks’ reward for Annie’s lost (and actually dead) parents, poses as her father and takes her – but the fraud is discovered, and everyone comes looking for her. Annie escapes and has a terrifying showdown with Rooster on a raised bridge, but is rescued rather than actually defeating him herself. She finally gets her wish – a real family, though not her birth parents.