Anne Boleyn was hardly the quickly discarded failure that she is portrayed as. She had over 250 personal servants, and a reputation as a lavish spender. Several important people were executed because they didn't like her.
Initially, the movie characterizes Mary as innocent and morally upright. She had spent time in France, and was reputed to have had several affairs. One reason Henry only wanted Mary as a mistress was because he considered her a whore.
Natalie Portman and Scarlett Johansson say that their costumes were vital to knowing their character. Their dresses gave them good posture, and the colors helped represent their personality. Anne's bold and simple colors show that she wants a main goal. Mary's softer and much more complicated dress design shows that she is a more modest person and tries to be herself.
In a deleted scene, Anne was shown to have taken on the role as ward to Mary's son out of obligation to Henry. In the film, ironically, Mary is shown to have take a guardian role over Anne's daughter, Elizabeth, out of love.