Some scriptures state that Vishnu married Lakshmi, who came from churning of ocean of milk.
Did Lakshmi exist before that event?
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Yes, she existed. It is the case of disappearing and reappearing again after some time.
The Brahma Vaivarta Purana gives a story according to which she existed before the Samudra Manthana too.
The story, in short is like this:
Durvasa Muni, a devotee of Lord Vishnu, once received a flower garland from Lord Vishnu as Prasad of Puja. While the Muni went to Swarga, he gifted that garland to Indra, the king of the Devas. Indra, instead of honoring it appropriately, placed the garland around Airavata's neck (Airavata is the elephant mount of Lord Indra).
This made Durvasa furious, and is usual with him, he cursed Indra that Lakshmi will abandon the Swarga and thereby all it's prosperity will be lost.
Till that point Lakshmi was residing in the heavens as Swarga Lakshmi (one of the Ashta Lakshmis).
Parijata flower garland which Vishnu presented to the Muni. Out of arrogance, Indra placed the garland around the neck of Iraavata-the Elephant Carrier of Indra! The infuriated Muni felt that this sacrilegious and irrevernt act of Indra was not only indicative of disrespect for himself but also an act of unpardonable profanity to Bhagavan Vishnu! He therefore cursed Indra saying that an invaluable gift rewarded to Durvasa by Narayana was parted with and out of consideration to Indra who ignored its inherent worth. Hence, the root cause of Lakshmi, who was the Form of Prosperity, should abandon Swarga forth with.
Lord Vishnu advised Lakshmi to stay in the ocean until she reappears from the churning.
This is mentioned in the following passage:
Having explained on these lines, Vishnu advised Devi Lakshmi to stay in Ksheera Samudra till Devas and Danavas did Amrita Manthana or churning of the Ocean. Soon thereafter, the Sagara Manthana commenced with Mandara Mountain as kaashtha or the Churning rod; Kurmavatara / the incarnation of Bhagavan Vishnu as Tortoise to balance the Mountain, Sesha Naaga as the rope with which to rotate the kaashtha, and Devas and Danavas as the Churning Parties
Source - Essence of Brahma Vaivarta Purana