The United States of America was formed out of British colonies that rebelled. We know that some colonies rebelled later (like Vermont), but others to the north didn't get independence and remained part of Britain. Why did this happen? Did the British hold onto that land better, or were there more loyalists there, or is there another explanation?
The question gets asked a lot in this sub:
Overview of Canada as a whole by /u/ScallopOolong
On Quebec by /u/CosmoDanger
On Nova Scotia by /u/QuickSpore
More details on Nova Scotia by /u/secondsniglet
Details on Newfoundland by /u/polnikes
It's also covered in the Canada section of this sub's FAQ.
Here are links to more answers.
If you have follow-up questions, perhaps one of the users linked above can fill in some more answers.