Notification if a member cancels their membership?
As petednz suggested the CiviRules extension should be able to help you with this. Are your memberships cancelled from a profile? Or in the CiviCRM user interface? Then it will certainly help you. You should test first, I do not know if people used it for cancelling memberships yet.

The CiviRules extension is here: https://civicrm.org/extensions/civirules
Documentation is here: https://docs.civicrm.org/civirules/en/latest/