I found this on the Xmradio FAQ site..should answer your question:
Is XM Service available in Canada and Mexico?
XM is available in the continental U.S., its territories and adjacent waters, as well as in Canada.
In Canada, the XM service is made available through XM's exclusive licensee, Canadian Satellite Radio Inc. (go to www.xmradio.ca
for the Canadian channel listing, online radio offerings and to subscribe). XM provides excellent coast-to-coast signal coverage to the densely populated regions of Canada through its satellites and a robust ground repeater network installed in major metropolitan areas. Currently, XM's service is not sold in Mexico.