The immigrant records of those entering Canada are in the Canadian
Archives in Ottawa and the U.S. records of those who crossed >from Canada are
in the National Archives in Washington with copies at different branches. I
believe the N.Y.C branch of the National Archives also has copies of those
records on microfilm.
The records of those who crossed >from Canada where often kept on 3x5
cards and that is the format you will see them in when you review the
microfilm. The hand writing can be 'challenging'.
Good luck.