https://www.nrcan.gc.ca/explosives/importing-exporting-and-transporting-transit/importation-exportation-and-transportation-transit-ammunition/9909
Canada will allow US citizens to transport up to 5,000 rounds of ammo, I could search again, but I think 5,000 primers and several pounds of powder are also OK. I think 5,000 rounds is darn generous.
Always do your own research, and print out the regs to take with you. I know from work that a radioactive source can be transferred to Canada. I also know we can bring one up from Mexico. High explosives can also be moved between our countries (oil field perforation charges). All kinds of stuff are legal, do you research, ask questions, have contacts on both sides of the border. It is all about paperwork and signatures.
It ain't right and wrong, its legal and illegal.