Depends on the period of time.

In the end Canada was seen as a forthright nation and an example of capitalism done right and a friend. There was a famous dinner outside of Windsor Ontario where the Russian dignitaries basically created perestroika walking through fields of corn and soybeans.

They were at MP Eugene Whelans house for dinner and he was late and they started wandering and talking about what they had seen in Ontario. Things like two cars in most houses, lots of amenities and luxuries even for the working poor. There is even a story of them stopping at a random house and knocking on the door. The women welcomed them in and served them tea. It was an average house on an average street and she was living better then a large portion of the Russian population.

They came to the conclusion that their brand of communism had failed and they needed a new way forward. This was born in Canada due to the closeness of the politicians who represented Russia and their friendship with Canadian politicians.

It wasn't always the case, in the 60s we were westerners and the enemy. The closest and staunchest allies of the United States. Who had firmly tied assets like NORAD with American and Canadian skills and know how. We as Canadians for a period of time thought missiles and bombers would certainly be coming over the pole and the Russians were certain for every 10 American soldiers there would be 1 Canadian they'd have to deal with also.

Even before that though the Russians respected us as a country of great and some times vicious soldiers. We had a reputation that was spread from the Germans to the Russians as fearless stormtroopers. Unforgiving, implacable, skilled and stalwart. We hit above our weight consistently. That reputation has waned a fair bit though particularly after the 50s.

For the most part Russia to my knowledge never saw any NATO allies as subjugated. They were all capitalists and westerners but the U.S. didn't subjugate, the U.S. appealed through a similar ideology and a common opposition.

It's a very complex question and it shifts considerably not just by decade but sometimes year by year and there are large gaps in what I know. As for Mexico, I'm not sure what the Soviets opinion was. The Mexicans weren't close allies with the U.S. and went through various stages of being together and falling apart in the last 80 years. Economically very tied to the U.S. but I'm not sure how politically involved the U.S. was with Mexico before the end of the cold war though since particularly under Reagan in the U.S. and Mulroney in Canada strong political ties were formed around the necessity of economics and NAFTA in particular.

Eugene Whelan is an interesting individual and an excellent read and there are many articles and essays written about the time he kept the Russians waiting for dinner. Anyone interested should google it.

Most of the other points I think are fairly common knowledge but I will readily admit I have a layman's understanding of Mexican/U.S. relations.

*EDITED for sources Relevant sources for more reading: Christopher Shulgan (2008). The Soviet Ambassador: The Making of the Radical Behind Perestroika.

David Hoffman (2009). The Dead Hand: The Untold Story of the Cold War Arms Race and its Dangerous Legacy.

"Shaping Russia's Transformation: A Leader of Perestroika Looks Back - Interview with Aleksandr Yakovlev". Institute of International Studies at the University of California Berkley

http://news.nationalpost.com/2013/03/17/the-walk-that-changed-the-world/

http://www.canada.com/windsorstar/news/story.html?id=033ebc79-955a-4fd7-81b6-bd20dc6f5543

http://en.wikipedia.org/wiki/Eugene_Whelan#Catalyst_for_Russian_perestroika

http://blogs.windsorstar.com/2013/02/20/chretien-trudeau-gray-whelan-was-fun-straight-talking/