Besides a final paycheck and COBRA info, what other documents are you required to give your employee at the time of termination?

I don't see anything required by law except the final paycheck (if employee is discharged) is due within 3 days; resignations are due on the next regularly scheduled pay day that is at least 3 days following notice of resignation.

You have 45 days to provide COBRA notification, legally.

Having said this, the more the better, such as the COBRA notice if you have it, information about any insurance conversion availability, when coverage will end, information about any deferred compensation plans (such as 401(k) distribution info), etc. The UI website and/or phone number would be helpful as well.