Great question — answering as the UphillTech team:
You cannot apply for a US visa at the border, it must be done at a consulate ahead of time. You can technically apply for a US visa in Canada, but it is usually done for employment visas, they might not want to consider a tourist application out of country of residency.
Full answer by oh whatever: https://travel.stackexchange.com/a/192850 (CC BY-SA 4.0).
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