You can take long arms (rifles and shotguns) into Canada if you fill out a form and pay a fee. Everyone wants their cut.
We crossed a few years ago at a small crossing on the Vermont border with no issues. As others have mentioned, getting back in the U.S. is more of an issue, but we have never had any problems other than a long line.
Don't try to bring more than $10k in cash.
Unfortunately, I have not learned that from experience.
Dave
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