Home Depot is probably safe from any liability (say, for negligence) if the people doing the hiring are "independent contractors" (IC). A building contractor is a classic IC: if they use their own tools, set their own hours, etc.
Under agency law, HD would be liable only for the actions of their employees during the course of their employment.
Contractors who say they are "licensed and insured" sometimes have only workmans comp insurance, if that. And they don't have to withhold any SS, FICA or other taxes.
I've been urging that RICO be used against employers of illegals for weeks.
For construction companies who hire illegal immigrants
http://www.mnforsustain.org/immigration_hiring_law_excerpts_from_us_code.htm