We have hired a car a few times now in both USA and Canada. Just need to check the car companies restrictions as to where you can take the car.
When driving in USA we have never been restricted to other states but I'm sure I've seen some companies that do restrict you.
We have just booked car hire for later in the year via Enterprise and they allow you to travel to Canada as well as other states.
Also just so you are aware as an extra tip don't pay for additional driver if any other driver is a spouse or Partner as this is included and they may not tell you and take the money from you. We have also found through experience all cars come with Sat Nav built in regardless if you pay for it or not.