What happened in Venus in Fur? Is the lady character the real goddess Venus?
In the film, it appears this is intentionally left a mystery. To quote Emmanuelle Seigner, the actress who played Vanda and the wife of the director:
We don’t know. Maybe she is from his mind. Like in Rosemary’s Baby, at the end you can think, maybe she dreamt all that. Or maybe she is a goddess, or an actress that wanted to teach the director a lesson. Who knows? I like that it is open and mysterious.
However, in an interview with the playwright, David Ives, he seems to indicate that Vanda is a flesh-and-blood person.
...like the fact that Vanda [the character] is an army brat and Nina [the actress] really is an army brat.