I was recently contemplating a (pleasure) trip to Seattle. The airfares and car rental prices were much, much lower for Vancouver, which made me contemplate the idea of flying into Vancouver (from the US) and then driving to Seattle from there, and returning to Vancouver a few days later to drop off the car and fly back. But I didn't do it, for fear of the questioning I'd get from Canadian and also US immigration.

Has anyone done something like this? I greatly fear Canadian Immigration's response when I tell them I'm in Canada only to pick up a rental car.