Yep and it's completely legal here too as long as one participant knows and is fine with it being recorded (him in this instance).
You can sue anyone for anything anywhere, but I cannot imagine the Canadian police being interested in a citizen doing something lawful in Canada if the California (or wherever) cops call to complain be broke a Californian law.
And I can even less imagine a civil action demanding damages or court actions in Canada for doing something legal there. It would be like a Saudi company suing a US driving school that teaches women.
I don't think there's a there there as far as liability or worry. IANAL, of course.