Ran across it in a BBC news article and it seems to have an impressive set of reviews and ratings.
http://www.imdb.com/title/tt2570858/

Trailer on YouTube: http://www.youtube.com/watch?v=P-xIMBnclyA

Wikipedia notes: http://en.wikipedia.org/wiki/The_Duke_of_Burgundy

Article from BBC: http://www.bbc.com/culture/story/20150312-can-sexual-fantasy-be-filmed
"...but, I would argue, much of The Duke of Burgundy’s success comes not from a more nuanced depiction of the intricacies of the power-play between its lovers, or even a more realistic portrayal of a BDSM relationship...but rather because it takes the examination of sexual fantasy seriously. That is, it explores the very structure of fantasy, and sheds light on the staging and theatrics involved in making a film.