There's a FAQ on US CBP's web site that deals with this. It appears that since the OP left the US by air (LGA-YUL), there's no need to mail in the I-94, since they can verify the departure based on the flight manifest. However, if the OP had driven from New York to Montreal and then flown to Europe from there, he would have to mail in documentation:

https://help.cbp.gov/cgi-bin/customs...i=&p_topview=1

If you returned home with your Form I-94 (white) or Form I-94W (green) Departure Record in your passport, it is possible that your departure was not recorded properly.

If you departed by a commercial air or sea carrier (airlines or cruise ships), your departure from the U.S. can be independently verified, and it is not necessary to take any further action, although holding on to your outbound (from the U.S.) boarding pass - if you still have it - can help expedite your reentry next time you come back to the United States.

If you departed by land, private vessel or private plane, you will need to take steps to correct the record. If you do not validate your timely departure from the United States, or, if you cannot reasonably prove you departed within the time frame given to you when you entered, the next time you apply for admission to the U.S., Customs and Border Protection (CBP) may conclude you remained in the U.S. beyond your authorized stay. If this happens, your visa may be subject to cancellation or you may be returned immediately to your foreign point of origin.