In the US there is something called COBRA, which allows you to continue the company plan for a year by paying the full amount (most companies will pay all/some of it while you are employed). It really depends on what kind of coverage and whether it's an individual or a family but it ranges from several hundred to over $1000 per month.

The whole system sucks really, but in today's economy I think most of these people will be just fine just because so many companies are hiring.