No, air raids were not something that Americans or Canadians had to endure. The existence of those air raid wardens was born out of a combination of preparedness (seeing what was happening, it was likely better to be safe rather than sorry), calming people down (preparedness calms people who might otherwise be on edge, especially in the wake of Pearl Harbor), and getting people used to participating in the war effort.

To my certain knowledge, the only Americans killed by any kind of bombing in the continental United States were in Bly, Oregon. Japan had a plan to send so-called fire balloons across the Pacific full of incendiary bombs to try and start forest fires, and a family was killed by one (for more reading...https://oregonencyclopedia.org/articles/balloon_bombs/#.WkF2Bd9KtPY). There were a few other teeny-tiny raids; one Japanese floatplane dropped a couple of bombs in 1942 also trying to start a forest fire, but accomplished nothing.

Apart from that balloon bomb, other attacks on the mainland U.S. are minor. Japanese submarines shell a couple of points along the Pacific Coast, but those were small ships carrying even smaller guns, and they did no real damage. The Germans tried sending some saboteurs in, but all of those plots fell apart before they could even get started; certainly, they never amounted to the kind of sabotage Germany was able to pull off in the United States during WWI.