You can but you might not get a warranty. Also many american dealerships will not sell new to canadians. They will sell used or demo
models but not brand new. Then when you come across the border you would have to pay tax and get the car up to Canadian specifications. Kind of a hassle to save a few bucks and no warranty often ruins it. Most people who buy American vehicles buy high end cars (BMW, Mercedes, Audi, etc) as they save a ton on those cars. Usually the individuals deal through their lawyer to avoid the fees and hassle. I would rather dish out the money to get a warranty and avoid any problems at the border.