The closest any current Canadian province came to joining the union was in 1949, when Newfoundland was deciding its next form of government. They'd been under control of the British crown since 1931 after its own government collapsed during the Depression. The conservatives were pro-American and wanted to establish independence before joining an "economic union" with the U.S.
Unfortunately, a socialist named Joey Smallwood was able to wrest power and Smallwood successfully pushed for confederating with Canada instead.
