Anton Chekhov = The Gun (gigantic spoilers)
Seems to me ‘Nymphomaniac’ is largely a movie about storytelling and myth-making. Joe is forever filtering her autobiography through fictional lenses, improvising her persona for Seligman’s benefit.
I wonder if the lady with the dog (whom young Joe is always walking past in the park) is von Trier’s gesture to Chekhov’s ‘Lady with the Lap Dog,’ a story that, like ‘Nympho,’ puts a lot of pressure on the notion of romantic love.
Also: wasn’t it Chekhov who said that, in a play, if there’s a gun on the wall you know it has to go off in the last act? Seems suitable, as ‘Nymphomaniac’ features a literal (sort of) ‘gun on the wall,’ which does indeed, as promised, go off at the very end, against all narrative likelihood.
For those who find the ending of the movie arbitrary and unsatisfying, this may help.