Not sure about rules and as stopdog said they probably vary from place to place. My guess is that filing a formal complaint would be more trouble than it's worth.

But it is clear that this termination was not acceptable to you, BlueJeans00, and you have every right to be angry about it regardless of whether he broke a rule or not. The question I would ask is what can you do with that anger that is productive for you, and how can you move forward?