Hi, welcome to the forums!
I haven't seen any posts about credit when going from US to Canada, although we've had several for the reverse direction. My understanding is that you have to start over.
I know that FICO, Equifax and TransUnion are in Canada, and we had a post here several months ago about this. Try typing credit canada in the forum search box above.
I Googled canada establish credit immigrant, and there were a lot of hits. This was one:
http://answers.yahoo.com/question/index?qid=20080522194650AA3p7cC
* Credit is a wonderful servant, but a terrible master. * Who's the boss --you or your credit?
FICO's: EQ 781 - TU 793 - EX 779 (from PSECU) - Done credit hunting; having fun with credit gardening. - EQ 590 on 5/14/2007