Shipping from the US to Canada is "easy" compared to the other way around....
There is a lot of paperwork and testing involved. NPIP testing isn't done here and getting a vet that knows what to do and will do it is difficult and pricey(and most of us bird keepers here live too far away from any gov approved Vets too, only the CFIA Vets are allowed to deal with import/export).
A breeder I know send 3 white Dutch bantams to someone in Montana and I think it cost around $350 for the papers alone. The birds themselfs were free I think.
Shipping isn't easy either, can't ship live bird by mail or bus, only by plane so you have to go through a lot of paperwork there since this spring as well. Before you basically call the Airport, ask them if they could take some livebirds as cargo and they tell you when the next flight leaves and when you have to be there(and will take roughly $120 for a small cat crate). Now they need you to sign a special contract etc and are very nitpicky about the crates(no more dog or cat crates unless the front and side holes are covered with fine wire mesh not even a fly will fit through).
I think the birds cannot be flown into the US either, they have to be driven there and then vet checked at the border as well.
Edited to add*- As for eggs, they too need oodles of paperwork, not matter which side of the line they are from. Otherwise they will most likely not make it over the border cause they will most likely be caught and held when they go through the X-Ray.......
Anna