First, a point of clarification. No woman shaves her vagina, as the vagina is an internal structure that does not grow hair. Women sometimes shave their vulva or otherwise depilate their body hair.

You might be interested in these past threads:

https://www.reddit.com/r/AskHistorians/comments/35h1f0/did_ancient_roman_women_shave_their_legs_armpits/

https://www.reddit.com/r/AskHistorians/comments/1dadk7/how_come_in_renaissance_style_paintings_and_even/

https://www.reddit.com/r/AskHistorians/comments/1joljn/what_was_the_origins_of_the_practice_of_women/