The Confederacy winning would have a HUGE role in the fromation of Canada. The first big talk of uniting the colonies was 1864, and the biggest part of the debate was composed of the powers of the federal government and the provinces. Most Canadians at the time blamed the ACW on the states posessing more power than the federal government, if the CSA wins this changes the whole nature of the debate. But it depends how the Confederacy wins. Whether or not the CSA manages several smashing victories early on and wins a handy little war or a long drawn out conflict with a skin-of-the-teeth victory will affect the debates.
Also, an angry more resurgent America could Canada to unite earlier during the 1864 debates, perhaps bringing Newfoundland from the beginning. This could also affect the Treaties being signed throughout the Praries in the 1870's which might have huge consequences later with everything from different provinces to perhaps a smaller version of the Indian Wars, but I strongly doubt the latter.
Does Britain buy Alaska? If the United States loses the civil war perhaps she can't afford it. A Canadian Alaska does several things. Firstly, there's a good chance that the Yukon territory will be attached to it, and in the long run this might make another Canadian province, which tilts the balance further in favour of the West which could make politics interesting. Secondly, Canadians might be pro-British a little longer, or at least a little more fervently. Many Canadians were dissappointed in the Alaksan panhandle dispute when Lord Alverstone sided with the Americans, because they thought that Britain would align herself with Canada for her contribution in the Boer War. If the dispute never happens the "scandal" doesn't erupt and Canadians seem a little more pleased with Britain. If Canada has both the Alaskan oil and the Albertan oil Canada has a lot more economic muscle to push around with. This might bring on an NEP type measure, but it also might make a lot more bigger Canadian oil companies that dominate the home market and invest abroad.