There are entry records for immigrants who came to the US via Canada. People were ticketed through to their destination in the US via rail, and in some cases, ferry. Except for very early in the migration period, the US stationed inspectors in Canada. There they did the same evaluation on passengers arriving at Canadian ports as they did at US ports.
Immigrants who passed the inspection/evaluation were given a slip of paper documenting their clearance for transit to the US. Those who didn't clear were deported directly from Canada.
People who had spent less than a month in Canada presented their arrival 'pass' [my word] when boarding the train for their destination in the US, no pass...no boarding.
The documents recording their arrival are frequently called the St. Albans files, although they cover most of the US-Canada border and not just people coming through VT. I have not found them on FS, here's a link to the search page for the main collection on Ancestry (Detroit is separate):
The Berkshires, USA