Vanity Fair photo editor Rachel DeLoache Williams's new friend Anna Delvey, a self-proclaimed German heiress, was worldly and ambitious. She was also generous-picking up the tab for lavish dinners at Le Coucou, infrared sauna sessions at HigherDOSE, drinks at the 11 Howard Library bar, and regular workout sessions with a celebrity personal trainer. When Anna proposed an all-expenses-paid trip to Marrakech at the five-star La Mamounia hotel, Rachel...