Can a Contract Employee be questioned, interrogated, threatened, then terminated for not admitting to something they did not steal?

My purpose for this message is to see if it is possible for me to sue my former employer. I was hired through an agency to work for this organization in Jersey City., Jersey City.I started in March 2014, and was wrongly dismissed February 20th. On that day, my supervisor approached my cubicle with two men who said they were Detectives. They said they wanted to talk to me. We went into an empty conference room. They started out talking, but it then turned into an interrogation. Supposedly, they had footage of me in senior officer's cubicle the day a phone and some contracts went missing. To this day I have not seen this alleged footage. Since then, I got a criminal defense attorney to make sure my name was clear since they threatened to send me to jail. Any advice? Is it possible to sue them?