If you suspect someone may have filed for unemployment fraud under your name, you can contact your state's Department of Labor. This will enable you to see if anyone is collecting unemployment under your name — even before you'd receive something in the mail. Checking your credit report may be a good idea too. You can request a free credit report from annualcreditreport.com. This won't show whether unemployment benefits are being paid to you, but you can see if your identity has been misused in other ways.