I've never imported a gun so I probably ought to stay out of this. However, with specific respect to Canada I think you'll probably need a Canadian Possession and Acquisition (PAL) to accept ownership of the gun in Canada. To bring it back if it is not pre-1898 you'll need an US Customs form 6 (I think) to bring it in to the USA.

Someone who has done it will post here I am sure...Geo