Unfair dismissal of agency worker?

I have worked for agency. I spent more then two years at one workplace. Last month they ( workplace) said they don't want me on site any more. They gave me a reason what I think is unfair and I don't agree - they claim I have done something. I think,I didnt. I had not chance to defend myself. Bad message was given me by my agency. My question is: what to do now? Shall I contact unions, lawyer, CAB? Is any chance to get some compensation?