I was terminated today after working for the company nearly three years. The reason for the termination was unsatisfactory work performance.

I have never been spoken to nor written up and when I asked why I was being terminated it was for one particular function out of 20 duties I performed.

I have not missed a single day of work except for vacation days. I am confused, hurt, angry and frightened I may not be able to find another job given the current job market.

Yes it's legal to let you go. Unless you have an employment contract that states otherwise (or are a member of union that has such a contract with your employer) then your employment is "at will" - meaning you can quit any time you want and they can fire you any time they want, without cause. You really don't have much recourse unless the company has demonstrated discrimination in their firing decisions.

I can certainly understand your hurt feelings and fear. Even if the employment market was strong being fired - especially in such a surprising way - is a traumatic experience. All I can suggest is that you not take it personally and keep a positive attitude. Don't burn any bridges with contacts at your old job. And as you look for a new job try to target your job search to those that are best suited to your strengths. Good luck!

Although it wasn't the answer I wanted, I thank you for responding to my question. I will take your suggestions and try to deal with this.
Having never been fired from any job and being a loyal employee I know I could always be re-hired at my prior employers. This is a first for me...
Thank you

As noted, yes they can in most US states, while it is common and normal to give warnings, it is not required.

If they do issue warnings most of the time to most of the people, you may or could try and make a case that they established a company policy by their actions to give warnings. But normally these types of things never get anywhere.

I will assume it is a smaller firm, but you can try and file a complaint and ask for a review by the HR of that company, or upper management if you feel treated unfairly

Sorry to hear of your situation, it must really bite. If you are an "at will" employee I am very much surprised they gave you a reason/cause. They can fire for no reason at all. While I agree companies can fire at will empoyees I think you might contact a laywer speicalizing in labor law to see if they have to defend their claim of unsatisfactory performance since they have now stated cause.