I would use something like Travelocity to verify each rental outlet's rules. Certain outlets either a) don't let you drive the car into the USA (no matter the nationality) or b) change from unlimited km to 15¢ per km. They clearly say the geographical restrictions in the rules, at least usually.
You could always fib and say it's staying in Canada, but heaven help you if you get into an accident and have to claim it from the company....