Canada

Canada, referred to as Little America by Americans before the Great War, was a pre-War country in North America, annexed by the United States for its vast natural resources.

History
When the Great War occurred and global societies and borders collapsed, some Canadians eventually traveled down into what was once the United States, either migrating in search of their fortunes or drawn by trading goods making their way north from places like New California.
 * Post-War

Appearances
Canada is mentioned in some form in all Fallout games.

Behind the scenes
The Northwestern Territories of Canada would have been explored in the cancelled Fallout Extreme, in locations such as the Montauk preserve, and The Great Convocation, with the Inuit and Montauk Native Americans being relevant factions.