If you are in the category of workers that is classified an illegal alien, you will be unable to receive unemployment benefits. According to the law, you are not allowed to be working in your state. Illegal aliens are not:

Citizens of the United States. If you are a citizen natural or naturalized you have the right to work in any state. In order to prove that status you can provide a Social Security card, driver’s license or state id or a birth certificate from the United States.
If you are not a citizen of the US and you have a work permit, you are not considered to be an illegal alien. You may have to show your green card, certificate of naturalization or your foreign passport to prove this status.