Historically there have been many, many attempts and proposals to annex parts of Canada. All the way back in the American Revolution, patriot militias unsuccessfully attempted to persuade French Canadians (in modern Quebec and Ontario) to join the revolution. Other proposals were more recent
Alberta is the only Canadian province with a modern day annexationist movement. Known for its political conservatism, Alberta often feels divorced from the rest of Canada and has a significant independence movement. A portion of this movement support annexation into the relatively more conservative USA. This includes the recently formed Republican Party of Alberta.
Newfoundland actually existed as a dominion completely separate from Canada from 1907 to 1949, when it was dissolved into Canada due to economic hardship. The minority but mainstream Economic Union Party supported forming close economic ties with the USA rather than joining Canada.
Nova Scotia: this province is well known for being where the American Revolution didn’t reach, and where British loyalist refugees fled following the American revolution. In the 1860s, dissatisfaction with the proposed Canadian confederation caused some Nova Scotians to support breaking from Britain altogether and being annexed by the United States. This dwindled away and disappeared by the 1870s.