At financial institutions I've worked at, if you're getting fired you are taken to a room (managers office, conf room etc.) and immediately escorted out of the building after. No returning to your desk at all. Someone else will gather the belongings that you need and bring them like wallets/handbags. The rest of your stuff will be mailed/couriered to you later after someone has had the chance to go through them to make sure that there is no IP in them.