I've never seen a bank in the US that accepted foreign coins (incl. Canadian) for conversion. Just not worth the hassle to them, I'm sure.
By the same token, I've only seen one bank in canada that accepts US coins with a conversion rate (RBC). THe others just gladly accept your coins at par!
For what it's worth, the 25, 10 and 5 cent coins work in some parking meters, and occasionally, some vending machines. With the very small difference in the value of the coins, I don't feel too bad about using them.
JP