How do I recover my last paycheck from my ex employer or what are my rights?

Normally they pay it on the next pay period after you leave.
If they merely refuse to pay your check, you can sue them small claims court. But if they company goes bankrupt most likely you will never get it because you end up a unsecured creditor.
What was the last day you worked, what was the normal pay day for that week that was your last work week. Did you have money due them, such as in commssion jobs where you get paid advanced money.