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It can be found in the second room, before the Sierra Madre vault room, on the cat walk.
<This Holotape looks like it was ripped from a terminal drive.>
If you're reading this, I know what you and Dean had planned tonight on the eve of the Gala Event. I loved you very much, and whatever possessed you to choose Dean's arm over my hand is beyond me. Whether it was greed or lust, it has led you here and will forever keep us apart. I hope it leaves you as empty as you left me. As much as you sought what was inside the Sierra Madre, now it will keep you.
The door has sealed, the elevator has left, and not even your voice will unlock it. This casino was my gift to you, and you now will be its heart for all time.