I'll have to ask my brother and his wife. They've been living there (south of '49) for almost 4 years. There are numerous subtleties (sp?) between the two. For my brother the change from Calgary to Colorado wasn't a big leap in one sense - geographically they still live in the shadows of the mountains.
The process of buying property is different; income tax and retirement savings use different vehicles. He has to use a tax accountant to do his taxes because he doesn't understand the nuances, etc. The sister-in-law can't work because she doesn't have a green card, heck she can't even do volunteer work because of the regulations...
Differences in food, restaurants, mannerisms, etc. No HP sauce! No Smarties!
Moving money between countries can be a bit of a challenge. Little things, like the banks and post office personnel who know next to nothing about money orders and exchange rates. Speaking of - when they initially moved it was great for them as their US salary with the exchange rate gave them so much more up here but the shoe is on the other foot now.
One of the biggest things was the lack of general knowledge of the world outside the US by Americans was dramatic. They get Canadian sat TV, partly for the Canadian programming and sports and partly just to get news from more than one point of view for a change.
The city they live in is a military town and general attitudes are a bit more conservative but not overly so. I don't think the crime rates were much different. The Colorado city seemed like it had a steady growth rate whereas Calgary was boomtown central! Weather was obviously warmer - they had 92F in February! YMMV.
Flight connections to go back and forth isn't as great as they had hoped. Denver to Calgary isn't always straight forward. Sometimes having to port through Minneapolis to connect. Again YMMV depending on where you live. A Vancouver/Seattle or Hamilton/Buffalo crossover at the border is minor.
Yet for all the differences, they blended in and assimilated. There are a LOT more similarities than there are differences. Canada and the US are like "brothers" in a family instead of Canadians vs Australians who are "distant cousins" by comparison.