I've met two American couples that came to Canada just to give birth and then returned to the US. I don't know the details but they didn't report any problems in getting US citizenship for their children so I believe it was a straightforward process. Contact the US consulate and they will give you all the required details.
Now, in your case your fiancé is Canadian, was he born here or naturalized? I ask because according to Canadian law, children of Canadian born citizens automatically get Canadian citizenship so if that is the case then you could give birth in the US if that is an option for you and then bring the child here. You'd have to register the baby with the consulate and then apply for his/her passport but that would be a possibility.
In any case, you shouldn't need to worry about having your family "torn apart". One of the pillars of Canada's immigration policy is family reunification, so wherever your child is born you can be certain that your family won't be indefinitely kept apart because of bureaucratic matters as long as you follow due process.