Usually, yes. It still seems to be as you mention -- however, that seems to have changed in some ways in more recent years as the drug trafficking across the US-Canadian border has sort of become increasingly two-way when it comes to narcotics besides marijuana.

Compared to a decade ago, it's becoming more common for cocaine, a variety of opium products, and even the likes of ecstasy, to make their way into the US from Canada. What seems to be happening is that some of the drugs are coming into Canada from Latin America & the Caribbean, Asia and Europe and then coming into some of our more northern states. Still, for most drugs, it usually remains as you said: drugs heading north.