Hi, I have done the same thing last December 2014 when I was in Vancouver, Canada as a Tourist then I applied for US tourist visa in Vancouver US Embassy...well, I prepared all the needed documents (mostly documents that I submitted when I applied for the Canada tourist visa). The questions were mostly: what is the purpose of visit in US, when and how long I am going to stay, what was my current employment and how long I am in the company, why did I not apply for the tourist visa in my home country..