Canada is a country in North America where "He Who Tames the Iron Horse" and "Menace from the North, eh!" of Sly 2: Band of Thieves take place. It has a vast, icy landscape with large mountains surrounding it.
Both episodes that take place in Canada are set in areas with large expanses of snow, small mountains, sheer cliffs and ice-covered walls. In this location, bears and eagles roam the landscape and will attack anyone who walks near them. As well as these enemies, there are moose acting as flashlight guards, geese and mountain goats serving as rooftop guards. Carmelita Fox also patrols in He Who Tames the Iron Horse, attacking both the Cooper Gang and enemy guards.
After Jean Bison's thawing out, Canada took a turn for the worse as he believed the environment needed to be tamed, resulting in forests being cut down. This would have made him a hero back in his day when the land was free to all, but makes him a villain in today's time. In Canada's first episode, he used the Clockwerk lungs and stomach to power his trains, as they enabled them to run all day and night carrying Rajan's illegal spice across the continent. In the second episode, he used the Clockwerk talons to cut down trees and offered them as a prize for winning the Lumberjack Games. This was also the location of the Northern lights battery, which was picked up by Arpeggio's blimp at the end of Menace from the North, eh!.