Buying drugs in other countries

In another thread it was mentioned that some people without health insurance fill their prescriptions in other countries. What about people with insurance? (With a $5 or $10 copay, I doubt many do it. Just asking hypothetically.) I assume that their insurance is no good in another country?

I’ve been fortunate in that I very rarely have to have prescriptions filled, so I don’t know how much they cost. I do have a friend who went to a dentist in Vancouver several years ago, because he had no insurance and the cost of seeing the dentist (X-rays, and I think a tooth extraction) was a fraction of what it would cost on this side of the border. What kind of savings are we talking about, buying meds in Canada vs. the U.S.?