Get copy
If your company who laid off can hire you back then you should be fine and after joining you can file I-485; if that is not the case make sure you are getting copy of approved labor and I-140, and you have to start all over the process again with new employer. Only advantage is you can use the priority date of the company who laid you off at the stage of I-485 with new employer.
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Disclaimer: I'm not a lawyer, so act accordingly