Get all your questions about unemployment ready, including the forms filled in today... File asap! File as soon as they let you go.
If you have stock/equity decide now if your going to exercise it. You may have to pay taxes in addition to the exercise price.
Bring all your work stuff from home. Hand it over and get a receipt, nobody wants to play phone tag with a ex to get their stuff back.
If you have access to sensitive systems or passwords, put it in writing what you know and tell them they need to change those passwords now.
Make sure you keep contact with anyone you care about now, before you lose access to the systems.
Be the adult, let them you know these transitions are hard, compliment them for doing a difficult thing so well, make it clear there are no hard feelings. I've had multiple long term highly lucrative consultation arrangements after a layoff.