For two millennia, the story of Esther had been taken as historical by both Jews and Christians. However, given that the events in the story aren't attested to in any Persian sources recent historians have questioned whether they happened at all.
Some scholars point to the number of coincidences that drive the drama and the strange behaviour of the characters to make the case that the story is a work of fiction.
Their claim is that the genre doesn't seem to be one of historical annal but of a 'historical romance' or 'novella'.
Other scholars have pointed to the similarily of the names of the characters in the story to Babylonian and Elamite gods and godesses. Esther and Mordecai represent the Babylonian gods Isthar and Marduk. Haman and Vashti correspond to Elamite gods Human and Mashti. The story may then be based on a possible myth of the victory of the Babylonian gods over the gods of Elam.
Other scholars point out that the author of 'Esther' does sseem to make a point of the story actually happening and even uses the genre of historical annal at significant points. Any student of history will know that many events throughout history are filled with surprising twists and coincidences and that the behaviour of historical people is always unpredictable. Stories with bland events and characters are less likely to be recorded.
No evidence for the speculated Babylonian story corresponding to Esther has been found. Many people had names similar to gods of the time. Even Jewish people were sometimes given foreign names (Esther's Jewish name, Hadassah, is given to us in the story).
No direct external evidence has been found to support the historicity of 'Esther' but none has been fonud to contradict it. Without evidence to the contrary, it is probably best to accept the words at the conclusion of the book that these things were to recorded and remembered: "because of what they had seen and what had happened to them".
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