Thank you for trusting your question to JA today. I am a licensed attorney with over a decade of law practice and nearly 20 years of experience in the legal field. I’m happy to be of assistance.
The employer cannot require that you come to their property to receive your check. They must provide your check to you on the next regular pay day, as you quit the job. If they didn't post it that day, they are technically in violation of your state's wage payment act.
Now, the problem here is that your state's Department of Labor does not do their own wage complaints (something many other states do). That sort of leaves you on your own, in terms of enforcement. You can contact the Federal Department of Labor located in your state and ask them about a wage complaint. Sometimes they'll do it, but most of the time they leave it to you to handle through small claims court, which is certainly a viable and fast option.
If they don't send it to you (or you should already have received it by now). Send, them a letter demanding that they mail it to you or you'll contact the DOL and file a small claims suit against them. That should get them to come to their senses.
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