She died after Andre spiked her champagne with a drug that resulted in her hallucinating, and it just so happens that her hallucinations showed none other than Rhonda, who died because of Anika.
Knocked off her rocker by her visions, Anika stumbled off of a balcony and into a glass table, quite definitively killing her.
R.I.P. Anika.
The finale was full of plot twists, but the biggest may be the death of one of the characters that has been around from the very beginning: Anika.