Being an at-will employee means that your employer can terminate your employment at any time, for any cause - with or without notice. An employer has every right to walk up to an at-will employee and say, "I don't like that your favorite color is purple. You're fired." There are very few, if any, remedies for you, unless your employer did something to violate your employee rights or broke labor laws. All states but one have adopted laws that protect the employer in an at-will setup. That is, the employer does not have to have good cause to terminate your employment. Most employers take advantage of this protection. Unless you signed some sort of employment contract that states you cannot be terminated without good cause, it is assumed that you are an at-will employee. Montana is the only state that protects employees from being terminated without good cause, as long as they fulfill a probationary employment period. Many times, an employer will come right out and say that you are an at-will employee. On the contrary, employees have won cases where their employers told them they could only be fired for good cause. Even statements as lighthearted as, "You'll always have a place here, as long as you keep up the great work," have been held to mean that the employer does NOT follow the at-will employment law. When statements like this are made, especially if made repeatedly, or were the reason you accepted the job, your employer may not be able to fire you at will. - See more at:
At-Will Employee FAQ's - FindLaw