In a crowded field of interesting characters, Eustacia Vye is one of Hardy's most interesting. In common with many of his creations, she is oppressed by the environment in which she lives, so much so that she wishes to escape from its clutches.
Though Eustacia's far from being a wholly sympathetic character, one can at least acknowledge that she doesn't belong on Egdon Heath, a dark, brooding feature of the natural world that is as much a character in the novel as any of the people we encounter. That being the case, one can only sympathize with Eustacia in her desire to leave this inhospitable, godforsaken place once and for all.
Tragically, however, Eustacia's desires are destined to remain unfulfilled. This is despite the fact that she takes a big step toward making her dreams come true by marrying Clym Yeobright, a man she believes will be her meal ticket to a better life.
Unfortunately for Eustacia, her fairytale marriage to Clym turns out to be precisely that: a fairytale, something that isn't real. The main bone of contention between the two is that Eustacia wants to move to Paris, where Clym had previously lived and worked, whereas Clym intends to remain on Egdon Heath and work as a teacher.
As with many of Hardy's female characters, there's an aura of doom about Eustacia, as if she's somehow destined for a sticky end. And so it proves, as she drowns out there on the heath in what may or may not have been an act of suicide. In the end, despite her best efforts, Eustacia was unable to escape Egdon Heath and the vice-like grip it exerts upon those who live there.