Depending on your nationality and/or visa status, sometimes having "unemployed" may just bar you from entering Canada, for good, even while you're still residing legally in the U.S.

Case in point: a friend of mine who is domiciled legally here in the U.S. just finished MBA school and is job searching, like the thousands of other recently MBA grads out there. While he was a student andn pre-9/11, he was able to enter and exit into Canada without any problems to visit his lady friend. Now that he's done with school, he has found that they would not let him enter into the country because he has been "unemployed."