Hey JTF
you're problem lies in Canada's political stats.
Canada i think is listed as Democratic. Democratic nations can't just declare war on any one they like. Only authoritarian nations can do that. (Germany, Soviet Union, Japan etc)
A nation needs a certain amount of Beligerance(click on a nation and you'll see it's beligerance level) in order for a Democratic nation to attack it. I'm not sure what that level is though.
Being that the US is traditionally an ally it will be hard to declare on them without a cheat.
Check out this website.
http://hoi2.nsen.ch/wiki/index.php/Cheat_Codes
That link will give you cheat codes for various things. For what you want you could try using an "acceptall" cheat that should allow you to delcare war, i think. there is another cheat that allows you to move the political sliders as far as you want, so you could make Canada an Authoritarian society, and then declare war all you want.
and lol, if you feel really goofy you can use the alienattack cheat and land aliens in the US haha!
Explore this website further too, there are other things in it you may find interesting or informative.