Country by country
The rule that matters on a multi-country trip is the strictest one on the route: you carry a permit for the whole journey or you do not. Here the strictest is Canada (not required).
Driving on a licence from somewhere else?
Every answer above assumes a US licence. Open this trip in the checker to switch the issuing country, add or remove destinations, and see the verdicts change.
Other trips
Informational only, not legal advice. Requirements change; confirm with the destination's embassy or your automobile association before you drive.