Context: Jason Elias of AllMusic called the song one of Jackson's best: "Despite the content "Smooth Criminal" is a gorgeous and exhilarating record." The New York Times' Jon Pareles wrote: "in Smooth Criminal, the singer finds a bloodstained carpet and an unconscious body, and asks, obsessively, Annie are you O.K.? when, clearly, she's not." Rolling Stone's Davitt Sigerson wrote: "Smooth Criminal" may be the result of retiring too soon after a Brian de Palma picture."

Question: where did annie are you ok come from?
Steam of consciousness below:
The relevant information to answer the above question is: The New York Times' Jon Pareles wrote: "in Smooth Criminal, the singer finds a bloodstained carpet and an unconscious body, and asks, obsessively, Annie are you O.K.? when, clearly, she's not."
So, the answer is Smooth Criminal.