The Social Sciences and Humanities Research Council (SSHRC) of Canada provides a number of grants, scholarships and fellowships to Canadian graduate students on an annual basis. Some of these grants are available to students studying outside of Canada. To be eligible for a SSHRC award you must be studying in an area related to the social sciences or humanities (for example, English, History, Languages, Fine Arts, Sociology, Gender Studies).
SSHRC does not offer any master's level awards for students studying full time in the USA, but they do offer a supplementary award that will allow you to study for three to six months in the USA as part of your master's degree.
Individuals who hold the Joseph-Armand Bombardier Canada Graduate Scholarship offered by SSHRC are eligible to apply for the Michael Smith Foreign Study Supplement, which provides up to $6,000 to study outside of Canada (including in the USA) for three to six months.
SSHRC Doctoral Fellowships are available to Canadian students wishing to study outside of Canada. The SSHRC Doctoral Fellowships are valued at $20,000 per annum (Canadian Funds) and are offered for 12, 24, 36 or 48 month durations.
The Canadian Institutes of Health Research (CIHR) offer a variety of grants to students wishing to study in the field of health research. CIHR does not offer any master's level grants for students studying outside of Canada, but they do offer a Doctoral Research Award that can be held at an institution outside of Canada (including the USA). The maximum award value is $27,000 over a three-year period. This award is made up of a $21,000 per annum stipend, a $1,000 per annum research allowance, and a $5,000 per annum bonus stipend for individuals studying outside of Canada.
The Natural Sciences and Engineering Research Council of Canada (NSERC) provides funding for students studying in the fields of natural sciences (i.e., physics, chemistry, biology) or engineering.
The NSERC Postgraduate Scholarships are tenable at universities outside of Canada provided that you have previously obtained an undergraduate degree in an NSERC field of study at a Canadian institution. The NSERC Master's Award is valued at $17,300 (Canadian Dollars) for a one year duration. The NSERC Doctoral Award is valued at $21,000 per annum for a two- or three-year duration.