Must a warning be given to an employee prior to termination?

Unfortuanately no--there is no law requiring a warning before termination. Company policies may prohibit it--if there are written policies on how disclipline and termination are handled (as in an Employee Handbook), a company would be expected to follow it's own policies, at least until it chooses to change them. Or if there is an employment agreement (including union agreement) which sets out procedures for termination, the company would have to honor it. But in the absence of those, a company may fire an employee at any time, for any reason, without warning.