Anu is a given name and surname found independently in several cultures.
The Indian name is a short form of Anuradha, Anurag, Anubhooti, etc.
The Finnish and Estonian name is derived from the Karelian variant of the name Anna, which became popular after Kersti Bergroth's play Anu ja Mikko of 1932.
The Nigerian name which means 'Mercy', is a short form of Anuoluwa, Anuoluwapo, etc from the Western Yoruba tribe.