I have transported live steamers and gas across the US/Canadian border many times with no difficulty as have Canadian friends coming here for steamups. I did hear of an incident where proof of ownership of the trains was required but I have never experienced this. I have been questioned about selling or gifting items that will be staying in Canada, for the purpose of collecting duty I'm told. On return from Shay Days a few years ago, towing our travel trailer, (with two 30 pound propane tanks on the tongue by the way) we were "lucky" enough to be singled out for inspection. A no-neck guy with leather gloves went in the trailer, looked at everything in the truck (including a couple of boxes of rolling stock) but did not ask to have any of the loco boxes opened, nor did he bat an eye at the very visible supplies including gas, lighter, oil etc then let us go.
Are you traveling to Newark Valley? Have a safe trip!
See you there,
Tom