"My girlfriend who lives in Canada" is a lie invented by hundreds if not thousands of geeky high school boys who can't get any dates and don't want to appear pathetic. The geek will take pictures from magazines or the internet and pass them off as the "Canadian girlfriend". The "girlfriend can also be a spy, cowgirl, model, whatever.
This is also the name of an Avenue Q song about the same subject.
"I have a girlfriend who lives in Canada."
"You fucking liar."