In all 50 states, this is illegal. This is my pet peeve and I make sure my store leadership knows this is a no-no. They can ask but they cannot threaten and/or penalize you in any way. I would create a log of when this is done noting who, date, time and what was stated, record the conversation if you can (some states permit only 1 person to be aware of the recording) and then screw the hotline, I would report it anonymously to your local news station. Most news stations love the little guy (employee) vs big guy (Target) complex. Also, know if it did ever become public and you were fired, even in an employee at will state, any attorney will take the case and settlement with Target is probable.