Anise's suicide note is a paper note in the Fallout 4 add-on Nuka-World.
Location
Found on the corpse of Anise in the Cola-cars arena.
Transcript
To the Assholes who trapped me in here.
I'm done playing your little game. I ran your stupid Gauntlet, and I made it this far, but I'm done. So no "big show" for you. Aren't you just the bravest bunch of dipshits to watch some guy in super charged Power Armor beat up on someone with nothing. I'll blow my own brains out, thank you very much.