Since no one has answered the basic question, yes, you can be fired with no warnings. No Federal law and no law in any state requires that an employee be given any warnings before they are terminated. Nor do I think we will ever see such a law, since that would mean that an employee who punched a co-worker in the nose or who was caught with his hand in the cash drawer and his pockets full of cash, would have to be given a warning before he could be fired.
Unless you have a bona fide contract that guarantees that progressive discipline will happen in each and every case, which is unlikely for the reason above, the company may generally bypass one or more steps in the disciplinary process.
Since you have not indicated why you were let go or how much time you missed, it's hard to give you any further information. Although if you would answer Patty's questions it would help.
Lexi48 is correct that COBRA is required unless you were fired for gross misconduct or your company has less than 20 employees. They do not, however, have to give you your COBRA info immediately - they have up to 44 days after the end of employment/insurance coverage to provide you with the info.