Oh Canada!

Downloading copyrighted music from peer-to-peer networks is legal in Canada, although uploading files is not.

"Canada has already raised the hackles of some copyright holders through its reluctance to enact measures that significantly expand digital copyright protection, as the controversial Digital Millennium Copyright Act (DMCA) has done in the United States. As a result, Canada could become a model for countries seeking to find a balance between protecting copyright holders' rights and providing consumers with more liberal rights to copyrighted works."

Background here and here.

Copyright Board Canada's Private Copying 2003-2004 Decision / Fact Sheet