If you peel back the top layers, you will find that there are many cultural diversities even between Americans and Canadians. I think we're erroneously considered similar simply because we share economic and political ties.
One great study is found in Michael Adams' book
Fire and Ice: The United States, Canada and the Myth of Converging Values. You might know Adams as the Environics guy. He's spent decades interviewing and surveying people on personal values and he's been mapping them long the way. In this book he compares Canadian values to American values.
What you see is quite interesting. Have a look at the matrix below:
The green dot more or less represents the shift in consensus values amongst Canadians from a more or less central position on the chart.
Americans, however, have shifted from the lower part of the top-right quadrant well into the bottom-left quadrant (from Authenticity & Responsibility to Exclusion & Intensity). All of this happened over the period of 1992-2000. I'm not sure if this trend continued, but it was a fairly marked shift. I'd be interested to see if the trending continued in the same direction over the last 10 years and whether they've become established in their respective quadrants/positions.
So what you have is this difference (generally) between Canadian values and American:
Canadians value fulfillment and individuality / idealism and autonomy / exploration and flexibility.
Americans value survival and individuality / exclusion and intensity / stimulus and attention.
If you want to know what all this means, exactly, I recommend reading the book. It's very interesting.
From this summary, however, you can see a cultural diversity of core values. It's a consensus/generalization, mind you, so this doesn't apply to all Canadians and all Americans, but it's a good snapshot of just how different we really are.
One particular example is the disparity between the values surrounding the statement: The father of family must be master in his own house. By 2000, 49% of the American respondents believed such a statement, while less than half that number of Canadian respondents (18%) believed such, and over the course of the 8 years (1992 to 2000), the trending showed that the percentage of American respondents was growing (from 42%), while the percentage of Canadian respondents was shrinking (from 26%).