There is one, I Love Lanny.
That's a compilation of the scenes she did for Suze.net. It's a great disc that features some of her best work imo, I'd thoroughly recommend it.
As for a Vivid comp, suppose they want you to buy her individual movies which is probably why one hasn't been forthcoming. You can say the same for most of their recent contract girls like Monique Alexander, Stefani Morgan, The Love Twins and Kayden Kross. This is a definite change in policy from the number of comps they used to release for the likes of Chasey Lain, Taylor Hayes and Devon who seem to have about a dozen each.
I got Foreplay recently which, including bonus scenes, featured 6 scenes with Lanny which is pretty good value.