租车开到加拿大-insurance

First, check with your rental car company and make sure their policy allows you to cross the border.
Secondly, you also need to make sure the car insurance coverage you use covers driving a rental car to Canada. I know my home car insurance covers my driving a rental car to Canada. Some credit card rental car insurance also covers driving a rental car into Canada (you have to pay the rental with that credit card). I believe American Express covers it. Keep in mind most credit card rental insurance coverage is not primary insurance - it's secondary insurance. You need to call them and find out what type of coverage they have.
Driving a rental car into Canada is less of a problem - Mexico is more of a problem. It will be hard to find a rental car company that allows driving into Mexico.