Maryland Mass. Michigan Minnesota Miss. Missouri Montana Nebraska Nevada New Hamp. New York N. Carolina N. Dakota Ohio Oklahoma Oregon Penn. Someone reports that they saw Bob with a handgun in his coat pocket. In general these are not going to be prohibited when the employer is private.
Employees generally have little to no privacy protection at work.
An employer can't use force to perform a search, but they certainly can perform consensual searches and, usually searches that the employee doesn't know about. Often the employer will have the right to terminate employees who refuse the searches. State law MAY provide some protection, so one would likely need to consult an attorney in the relevant state. I suppose it's also possible the supervisor was trying to steal stuff from the coats. The employer may want to know about that.