I recall being asked when crossing the border from US into Canada whether I had any Mace or not. I have heard that some folks have had their pepper spray confiscated by Canada Customs when entering Canada We have a large Bear Spray can that we keep at our cottage in Northern Ontario for bears, but I think it may work on the two legged kind as well.
According to this
http://www.cfc-cafc.gc.ca/faq/import_e.asp#g6Mace and other similar products are prohibited by Criminal Code Regulations (in Canada). Similar products designed for protection from wild animals are permitted.