While you are not required to let your employee know, in writing, that they have been or will be terminated, you do need to give them some unemployment info, and a written record could save you from having to scramble later.
The Nevada Department of Employment, Training and Rehabilitation requires that employers give out a "Information for the Unemployed Worker" (NUCS-4139) notice to all employees who are laid off or otherwise separated from employment.
In addition to this, you and those leaving your service, might find it useful to have official documentation of their termination date and other related important dates and information. This will avoid you having to come up with a letter on short notice, should the employee request it later on. It is also an opportunity to 1) address frequently asked questions, like when and where to pick up their final check, and 2) collect forwarding information.