Is Canada or the US closer to Russia?

It depends in of what you mean by closeness - if you mean geographically, The US is closer - Alaska borders Russia - between the last inhabited US town (in the Diomede Islands) and the first Russian town (Uelen), there's about 30 miles (up North, over the Bering Straits). If you mean politically, neither Canada, nor the US are particularly close to Russia in either bilateral relations or in participation in common international organizations.