Ancestry.com has Canada, Border Crossings from U.S. to Canada, 1908-1935 ($)
This database contains records of immigrants crossing into Canada from the United States between 1908 and 1935. These records consist of border entry lists and Form 30 (individual entry forms).
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In April 1908, the Canadian government began recording the names of immigrants crossing into the country from the U.S. These records are the official immigration records for Canada as no other immigration records exist.
From 1908-1918, the government used border entry lists to record information about individuals coming into the country. From 1919-1924, Form 30 (individual form) was used in place of the border entry lists to record similar information. In 1925 border entry lists came into use again.
Not all immigrants coming into Canada were registered. Some people may have entered the country through non-port cities or when ports were closed. Also, if at least one parent in a family was born in Canada or previously resided there, then the whole family was considered as returning citizens instead of immigrants, and were therefore not recorded.
You may also want to consult Immigrant Passes from New York to Upper Canada 1817-1819