If you are caught, you may be sanctioned and deemed ineligible for unemployment in the future. In some cases you may be charged with a crime (ie: Fraud) and possibly arrested, jailed, fined, etc. The action taken and severity of the charge(s)/fine(s) depends on the state. Check your state's unemployment website. At the very least you will have to pay back the amount you received from unemployment while you were working.
When the computer notices that FICA taxes were collected from your pay during a period when the computer notices that you were collecting unemployment benefits, your name will go an a list of cases to be investigated. You will be caught, no doubt about it. Fines, jail time are in your future.