Does my previous employer have to give an explanation since I was given a reason for termination?

I worked for a small town as city recorder for 9 months. I was the 3rd recorder in less than a year. The Mayor created a hostile work environment which is the reason for the previous 2 recorders quitting. When the Mayor started singling me out i.e yelling at me, nit picking etc. I went to the Board of Alderman for help. Long story short the Mayor fired me. The reason for termination was "willful misconduct". I then filed for unemployment. I contacted the Mayor's office for an explanation of "willful misconduct". I was told if I wanted an explanation I needed to contact the unemployment office. When i contacted the unemployment office I was told they did not have any information from my employer. Does my previous employer have to give an explanation since I was given a reason for termination?