Yes you must have record of landing or you must have points number 2 & 3 below. from CIC website.
check this link it will show you how to apply for a lost immigration document.
http://www.cic.gc.ca/english/helpcentre/answer.asp?qnum=045&top=12
1. Immigration documents
- Record of Landing (IMM 1000), or
- Confirmation of Permanent Residence (IMM 5292 or IMM 5688), and
- Permanent resident card (PRC) if you have one.
Immigration documents that prove your status as a permanent resident (landed immigrant) of Canada.