Hi Yogivrun,
We did our landing last week at Coutts, Alberta. Everything went pretty smooth and the officers there were very nice. We brought the following documents:
- COPRs,
- Valid passport with Visa, if applies.
- Previous Work Permits, Study Permits or any other visa that you have from Canada. You have to bring both current and expired. (They will keep all of your current and expired permits/visas since you will not need them anymore)
- The letter of refusal that you will receive from the US border.
I also brought my bank statements and a letter from my employer, just in case, but they did not ask for any of that.
We gathered our documents based on the following link from CIC.
http://www.cic.gc.ca/english/helpcentre/answer.asp?qnum=748&top=22
Best of luck with your landing!