For what kind of benefits are you hoping to apply? If you're talking about unemployment benefits, it sounds like you've been "released" and you should be eligible. If you're talking about health/welfare benefits from the employer, you have to establish eligibility before you can apply for coverage. The situation you describe sounds like you're not employed, and therefore not eligible. It might be best to start by contacting a local employment lawyer and determine if you have any sort of equitable claim based on the employer's representations that there was a job waiting for you in Arizona.
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If you asked I April 2011, I would have said that you had a decent chance of receiving unemployment benefits. It may depend on whether or not you would have moved if they had said they did not have a position available for you in Arizona. However, you have waited too long to apply. Contact the Oregon unemployment office about filing a claim and see if you have any more weeks of potential eligibility left.
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