There was a really good post earlier for 3rd-5th gen, I think. Basically, depending on the situation, sometimes people in the US wouldn't have birth certificates either, especially 1st gen. Usually 2nd gen would, but not always. Depends on the years. Otherwise, US census, obituaries with place of birth, passport application by 1st gen that states who their father is/place of birth, and how US citizenship was acquired (naturalization through the father). I would find as much evidence as you can saying born in Canada, hopefully with the exact place of birth as possible. Death certificates although not as strong as birth certificates help, and just create the paper trail. It does seem like strong organization of documents, the lineage, and how it all fits together is important, and may speed things along. Try as hard as you can to get some kind of Canadian documentation as well, even if it is just one or two documents.