I caught this just in time, after declaring months ago that I wanted to see it. I read the book several years ago and you can read my review here. At the time, I was rather dubious about Nicole Kidman in the main role, although now having seen it, I think it could have worked.
It certainly is beautifully filmed, with almost every shot self-consciously framed as art in its own right. The real story (complete with photographs of the original Lily Elbe) can be found here. The film felt somewhat too much like a costume drama with a sad ending and that a final scene that seemed too ‘storied’. Excellent acting from both main characters, but when I re-read my review of the book, the film seems to have had much of the complexity stripped out.