The calgary stampede is not the only Rodeo in Canada but it is the largest. In Williams Lake in the interior of BC there is a large rodeo as well and even getting close to vancouver there is the Cloverdale Rodeo.
As for Canada. Yes the provinces are just like the American states. Each province has their own law courts, taxes, etc. They generally get funding from the federal government as well (although it is not exactly equally doled out).
Looking at that map it is actually an out-dated one. There are now 10 provinces and 3 territories (Northwest Territories were split into the Northwest Territories and Nunavut just a few years ago.)
Here is a new map:
