Once a TN holder is laid off, the employer must inform the state labour department. And the labour dapartment informs US immigration. It may take a while before the US immigration get informed. So if you get your new TN within 10 days, they probably don't bother asking. However US immigration law has special articles on Canadian citizen. If a Canadian Citizen TN holder loses TN status, he must either change his visa status to a non-working visa such as B2 when he stays in US, or re-enter US from a port of entry as a visitor. If he doesn't do that, the US immigration would not do anything in the past, although he may face troubles if he applies for GC. All I said here is the law before 911. It may be tighten now.