Why Canada? Literally the farthest you can get from Pilar's body. Shane votes for Alaska or Argentina, two great places for murderers and war criminals and the criminally vacant, and Andy gets all excited about the Panama Canal, but Nancy says they're not going through Mexico. Although Alaska is still on the table. Am I wrong that you cannot drive to Alaska? Isn't the whole point that they're driving there? Flying to Alaska would be the same thing as flying to Hawaii or Japan, right? In terms of escape? Well, and anyway it doesn't matter because Andy got into a knife fight with a cannery foreman in a Kodiak salmon smokehouse. I'm getting kind of tired of Andy's Memories Of Living Off The Grid, to be perfectly honest.
Later, Silas wonders how they're supposed to buy anything in Canada, when they barely have any American money, and Nancy (chillin' with a Red Bull) is once again perfectly honest: "Not rebuilding yet. Still fleeing." He whines, she tells him to watch a DVD, and then before it starts they all talk along with the minivan's computer voice, telling them all of its many features; it's a funny little road-trip moment, totally banal and totally real.
At the border crossing, Nancy realizes that Andy is going to get weird on the lady because he's so weird, and she tells Silas to get in the back -- on pain of "respect and fear for your fucking mother?" -- but can't subsequently switch with Andy before the lady appears. They do a pretty good cover story for her, with funny little details, and Nancy does that cute flirty thing she does with strangers, and everything's going fine until the woman asks for Stevie (who is adorable) Ray's birth certificate. Of course, he doesn't have one thanks to his father, so they just sort of stare at her for awhile, and then give up the Canadian Dream as quickly as it came to them.
Later, Shane offers to "put the baby in a cooler, sedate him with cough syrup, tape it shut, put tiny air holes in the top," which is so low on the Shane-Psycho-Meter at this point they can barely roll their eyes at him. Meanwhile, Nancy's new FBI nemesis, Agent Lipschitz, has left a message politely threatening them not to cross any US borders, so they have to stick around regardless. Andy suddenly realizes all their phones are traceable, and there's an anthill moment, an ecstasy of fumbling and crushing, before they look at Shane: He takes out his SIM card, drops it in his beverage, and shrugs. "Much simpler, less destructive."