What should I do at immigration on the last day of my Non-B visa?

In my case, my employer submitted both the official work permit cancellation form and a letter to the local Labour Office. The Labour Office issue a slip of paper, like a receipt, when they cancelled the work permit. I took this slip, and another letter from my employer to Immigration to prove that my work permit had been cancelled. I did all of this on the same day.

Actually, it may be the other way around. Cancel work permit, get a document proving cancellation, take this to immigration, then cancel Non 'B'. Please note you must still cancel your Non 'B' even though it expires. You will need that stamp in your passport especially if you intend to get a new work permit in the future.