Have a look at the 'Sticky' above on importing scopes from the US.
Scopes, pistol and AR parts and many other gun parts generally cost less in the US. Although this gap has closed a lot due to the exchange rate. Unfortunately, gun parts and scopes fall under ITAR regulations which restricts the export of these items out of the US.
If a large US company even will consider shipping to Canada, which most won't, from what I gather, the item has to be under $100.00 and the company have to have an export permit. I've read this permit costs around $3000.00 per year. The reasons most gun part suppliers won't export.
Private US sellers generally are not aware of these retrictions, as noted above, if the item is checked within the US shipping system, you stand to risk loosing your money and item!
This is one of the reasons we don't see a lot of gun items sold here, that are available in the US, although this situation has improved due to the hard work of a number of our vendors above. The US manfacturers and supply warehoused just look at it as a costly PITA. It's also a reason if the part is available here, it costs more than in the US as the exporter/importer have to pay for these permits.
If a Canadian goes into the US and purchases ITAR controlled parts, and is found with these parts, the Canuck will find himself in a "world of hurt"!!!