Depends upon your passport, if it's visa-exempt at least some airlines are checking for eTAs.mythjill said:
LH didn't care when I checked in for a flight to Canada (albeit, through Germany), but they just shoved the luggage through with Canada as the final destination.
However, Air Canada did. They were (are) actively checking all passengers against a list before they get onto the plane. I've heard that LH and BA are now doing the same, leniency or no leniency.
I personally traveled without an eTA as a non-PR - I intentionally delayed my landing until I have no planned travel for 4 months.
I had a photocopy of my CoPR and a host of printed pages from the CIC website; and claimed at boarding I was going to land (I didn't for other reasons) and he didn't want to see anything, but it depends on whom you get at the gate. I also had my work permit at the time, and actually used this for my first stop in Canada. Since then, my work permit was removed by CBSA, I don't know why they let someone keep the student one!
If you aren't visa exempt, say you have an Indian passport with a visa for multiple entries into Canada that's still valid; I'd guess you are fairly safe. But it is again a risk.
Bear in mind buying a last minute ticket or even changing it can be extremely costly.
And if you are flying Air Canada, they don't fly direct to the US in most (any?) cases, they fly via a Canadian city. So for me, any flight to JFK, LGA, BUF etc... all had a first stop in Ontario and I'd have had to buy a one way ticket with another airline.