Is it illegal to fire someone over the phone without any kind of warning?

There are two different issues here:

1) Can you be fired over the phone, without any warning, on your day off, even for something not entirely your fault? Yes, unless you have an employment contract. Without a contract, you are an employee at will, and may be terminated at any time, for any reason, without notice, and in any fashion (e.g. over the phone). If you have a contract, whatever it says about termination and discipline is enforceable.

2) What if you were discriminated against? The law does not actually prohibit all types of discrimination, or even most--for example, you can be discriminated against because your supervisor doesn't like your politics, your taste in entertainment, or how you dress. However, certain kinds of discrimination are illegal. Federal law makes it illegal to discriminate againt any employee due to  his/her age over 40, disability, race, sex, or religion; certain states add additional categories, usually national origin, language, family status, and/or sexual orientation.

If you were fired primarily due to your membership in a protected group or category, you may have a legal claim; if you think this was the case, you should speak with an employment attorney.