No paperwork at termination

What is the name of your state (only U.S. law)? IL
Last Friday my boss came up to me at around 3 PM and said to me "We are going to let you go today!" I gathered my things and as I was putting my jacket on I asked "Can I ask why" she replied with a simple "we are just laying you off". I asked her about termination paperwork and she said that it would be mailed.

Was the way I was terminated wrongful? Should I have received termination paperwork at that time?What is the name of your state (only U.S. law)?

No and no. You can be let go for any reason not specifically prohibited by law, they are not required to tell you the reason, and there is no paperwork that they are required by law to give you before you leave.