When we think of a person saying “that’s all she wrote,” we usually picture someone who’s disappointed for some reason. Maybe her computer died, maybe his girlfriend left, maybe she was just informed the tax laws have changed and she can no longer claim pets as dependents. In short, the good old days are gone and aren’t likely to return.
The Word Detective believes the phrase may have originated during World War II. Soldiers who received “Dear John” letters from their wives and girlfriends announcing “a blunt end to the relationship” probably used the saying as a kind of punch line to emphasize the coldness with which they’d been dumped.