It depends, you may. If you have access to your employment agreement or employee handbook, review it to see if it says anything about employees working second jobs. Sometimes employers want to restrict their employees from working second jobs for a few reasons including competition, fatigue, and use of company resources. They may not want you sharing company information with another company, they may think working two jobs may affect your job performance, and they may think you might use company resources such as your company-owned computer and software to do work for another company.
In employed At-Will states, companies may be able to fire you for any reason or no reason at all. So, you'll want to be careful about taking a second job if you want to keep your primary employment. If you are looking to increase your income, talk to your employer about taking a second job. In some cases, they may even choose to give you a raise to negate the need for a second job. If your second job is not in the same industry, you may not experience resistance from your employer. If your employer doesn't allow employees to take second jobs (and your job is an at-will job), you may want to look for a higher paying job or one that will allow you to moonlight.