Exchange Rate
Americans can, and do, work in Canada. You have to go through a somewhat arduous procedure to obtain a "Work Permit", which has a time limit and must be renewed periodically. This is true of broadcast talent, members of sports teams, and anyone else who wishes to work in Canada for any length of time.
Generally, you and your employer have to justify the fact that you're taking a job away from a Canadian citizen. This is not as difficult when you're talking about a subjective position like air talent. It is somewhat more difficult for engineering and non-entertainment personnel.
You also have to resolve issues regarding the monetary exchange rate with your prospective employer.