Is it legal to record misdealings in the workplace?

I work for a company that has many shady policies that I am almost sure that are illegal, however they would only deny it if confronted with it. so I recorded some of it on my cell phone.These practices are unfair and undermining my position, and I want to leave the company but would have trouble collecting unemployment if I quit. and they job market is a little rough right now, so it may take some time to find other employment. Therefore, I will need to prove to unemployment that there was a basis for my leaving.