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At the time you rent the car, make sure that:
The rental agreement expressly allows the car to be driven into and within the US.
The car will be covered by insurance while you're driving in the US. This good-in-the-US insurance may cost more than what you'd pay if the rental car were only driven in Canada.
The rental company has provided you with a card or letter evidencing the good-in-the-US insurance coverage.