Anthrax is a unicorn that makes a cameo appearance in Shrek.
Anthrax appeared in the beginning of the movie when Alice delivered her to the army of Lord Farquaad. Her fate is unknown, but probably she also escaped to Shrek's swamp along with the other fairytale creatures.
Anthrax appears in the video game Shrek Super Slam as a secret character. Her Super Slam is similar to Donkey's; she runs very fast around the stage bashing into everyone with her horn.