'The phrase is used to convey the meaning of 'it's all over; there's no more to be said'. When seeking the expression's origin it would help to know who 'she' was and what exactly it was that she wrote. As we shall see, and as so often with etymology, that's not entirely clear.'
'The popular version of the origin of this expression is that it is the punch line of a mournful tale about an American GI serving overseas in WWII. The said sad serviceman is supposed to have received a letter from his sweetheart. He reads it to his colleagues: "Dear John". Well, go on, they say. "That's it; that's all she wrote". The story is plausible; 'Dear John' was the standard cipher amongst the US military for the kind of letter that has now been replaced by a 'you're so dumped' text message.'
"A more likely derivation is a country music song titled 'That's All She Wrote', recorded by Ernest Tubb and published in sheet music form in 1942:"
I got a letter from my mama, just a line or two
She said listen daddy your good girl's leavin' you
That's all she wrote - didn't write no more
She'd left the gloom a hanging round my front door.
"Tubb may have picked up the expression from popular usage but there aren't any examples of it from before 1942 and his version makes no reference to the military setting. Another explanation, and this seems very likely, is that GIs heard the Tubb song on the radio and adapted it to their circumstances."
http://www.phrases.org.uk/meanings/thats-all-she-wrote.html
https://www.youtube.com/watch?v=QvTiY4KLFuY&feature=youtu.be
