it's illegal as all hell and you can be denied unemployment benefits if "they" find out or your company can say you were fired for cause, and you are still without benefits. Find another job and leave.
That depends on the circumstances of the firing. I was fired from my last company, but they did not deny me from filing for UI.
I also feel that I was fired for a BS reason, but I could not stand working with the new supervisor any longer. Happy to not have to work with him anymore, but not happy about leaving the company.