Call the day you are fired. If you were fired due to something that wasn't your fault, you should be able to get unemployment. If you were fired due to misbehavior on your part, you may not be eligible. You will have a one week waiting period after applying to get a check.
When I was fired from my job I called unemployment right away. I am not sure if it depends on what state you are in. I was in Ohio and filed the day after I was fired.