Originally Posted by
MSPeconomist
Read the rules carefully. If you have something in your passport showing that you are an official resident of Canada or if you can't use a US address, you may be required to apply for the visa in Canada. Be aware also that the application forms and procedures have been changing and all consulates don't update their websites (or sometimes the rules they apply) equally quickly.
There's no reason to worry about this IME, but it is advisable to use an address within the domain of the consulate you visit.