This is definitely not a film for everyone. It is a very arty, beautifully shot story of a lesbian couple who enjoy a rich dominant/submissive sex life. But it is no Fifty Shades of Grey wannabe. Instead it is a surreal, sensual meditation on a loving relationship and lengths people will go to for the ones they love.
When we first meet them it seems that somewhat younger Evelyn (Chiara D’Anna) is Cynthia’s (Sidse Babett Knudsen) maid. She arrives at an opulent country house and is put to work, never quite getting her tasks done correctly and clearly deserving of punishment, which Cynthia doles out off screen. It becomes clear quickly that this is a game the women play, and that Evelyn is actually in charge, writing the scripts that Cynthia acts out with her. But soon Cynthia tires of playing the same script again and again, and fears disappointing her love.
The Duke of Burgundy is an incredible study in style, and seems to exist in several time periods at once. The clothes could belong anywhere from 1940 to the present. Cynthia uses a typewriter. 
And even the few scenes shot outside of the house and grounds are set in a period and a place that cannot be discerned. Cynthia is an entomologist specializing in crickets, and the house is filled with beautiful framed specimens of butterflies, moths and their relatives. There is one dreamy scene of Evelyn enveloped in butterflies that is worth the price of admission alone.
The Duke of Burgundy is visually and aurally enthralling, and I look forward to seeing more from director Peter Strickland. He has created an exquisite little world for this love story to inhabit. And he has twisted the narrative of the S&M landscape into a tender tale of vulnerability. The film could easily have fallen into the art for art’s sake trap, but somehow all those arty touches and dreamy sequences end up feeling necessary. I’d recommend it for anyone who appreciates beautiful cinema.