Are you saying that you are buying a home, you are in escrow, but all of a sudden you have lost your job?
Well if you were using financing, and still have your financing contingency, and you needed your employment in order to qualify, then you will not be approved for the loan and you can back out of the contract because of that reason and still be able to get your earnest money back.
If it's past that point, you've already removed your financing contingency, the seller may be understanding anyway as losing your job would be pretty disappointing if you were in the middle of buying a home (disappointing, but fortunate you found out before you bought the home/got stuck with a mortgage payment for 30-years). I would discuss with your real estate agent how this change in your purchase contract.
As far as proof that you got laid off of work, your employer should be able to write a letter stating the information, as well as your mortgage loan officer can contact them and ask if you work there and they'll confirm when your last day was/will be.