You are deffinatly going to need proof that he has had all the required shots, definitely proof of his most recent coggins (basically proof that he has had it). You might want photo ID of him (what they recommend doing is taking pictures of him in ALL angels, from back, front, both sides, pics of odd markings, maybe some pictures with you or whoever will be trailering him, and well before the travel date mail them to yourself and don't open it to prove that you own him), if you have any contacts in Canada have their numbers on hand (for example the new B.O.), proof of where you're going and reason why, proof of residence in U.S.
If it's for a show, probably the same deal.
There may be more requirements but that is all I remember about them.