If your ancestors originate from the British Isles, and came to north America after the Revolutionary war, it was easier for them to immigrate through Canada and then make their way to the United States since Canada was still part of the British Empire.
Library and Archives Canada has a rich database for Canadian genealogy research. You can access the website here:http://www.bac-lac.gc.ca/eng/search/Pages/ancestors-search.aspx
Here you will find passenger lists for passengers arriving through the port of Quebec, passenger lists for entry to other ports like Halifax, border crossings between Canada and the US, census records, land grants and military records.
Another rich resource is the database for Prince Edward Island genealogy, which can be found here: http://www.islandregister.com/ Here you will find land grants, ship’s arrivals, wills, family lineages for the early settlers of the Island and more. The link to the provincial genealogy society: (PEI)
British Columbia vital statistics are available through: http://www2.gov.bc.ca/gov/content/vital-statistics The link to the provincial genealogy society: BC
Saskatchewan vital statistics are available through: http://www.saskarchives.com/using-archives/family-history-research/online-resources. The link to the provincial genealogy society: Saskatchewan
and vital statistics for Newfoundland are available through: http://ngb.chebucto.org/Vstats/1dist-vstats-idx.shtml. The link to the provincial genealogy society: Nfld
Best of luck tracking your ancestors who may have spent time in Canada.
Scottish born, Canadian raised, Christine had the best of both worlds, growing up immersed in Scottish culture. Realizing that others of the Scots diaspora were not as fortunate, she started her business, Genealogy Tours of Scotland to allow others researching their Scottish roots the opportunity to return to the land of their ancestors, conduct family history research and deepen their sense of belonging to their ancestral kin.