It wouldn't be hard to make Canada a much better draw for immigrants than America - simply kill FDR and lose R.B. Bennett. Butterflies mean that Canada pulls itself out of the Depression quickly and relatively painlessly while the U.S. slips into Second-world status (possibly losing a couple small states to make the humiliation complete without being ASB? Vermont and Oregon have always wished they were Canadian instead, and since Alaska wasn't a State by this time you could have America sell it off to Canada to help with its debts).