Majority of the states in the U.S. are at will states... To my knowledge companies still have to abide by there policies and procedures regarding disciplinary actions . I was brought into the office by my store manager and loss prevention supervisor they made me aware that an employee called the the Loss prevention hot-line and stated that I was making long distance phone calls. they showed me a call log where it showed, I did make a long distance phone call... I was told I was to receive a written up. I came back from my lunch break and I was being discharged from the company. I was the assistant manager, I was 5 months pregnant at the time. The same night my health insurance was canceled by the company...
Sexual Harassment Attorney
You are correct--many states operate under an employment-at-will structure. In that sense, the company can fire you for the long distance call. Whether it was pregnancy discrimination in part may depend upon whether others who made long distance calls were simply given a written warning, or were fired. If you have such evidence of others (non-pregnant employees) being treated more favorably, then you ought to speak with an attorney about your options.
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Employment / Labor Attorney
To add to Mr. Cohen's comment, you may also contact the local EEOC office if you believe your termination was related to your pregnancy.