No you always get a visa, you DO get a visa on entering no matter where you are entering from. It is just that those from visa waiver countries do not have to apply at the embassy in advance.
The entry stamp you get at the airport IS a tourist visa.
Even if entering the U.S. by road, don’t you have to show some sort of passport or ID? Heck, even crossing into Point Roberts, a tiny piece of Washington State which has no overland connection to anywhere else in the country, one is confronted by this rather menacing sign,
So when Buddy shows his Canadian passport, the border patrol might look it up and discover that he also has a pending immigration application. I doubt they have the manpower to look up more than a few percent of all travelers crossing the northern border, but you never know.
Canadians do not, and Canada also is not a visa waiver country. Canadians and Bermudans are their own special category separate from the VWP, and they are exempt from some visa requirements.
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Based on all of the responses above, it sounds like he can technically do it, but it may not be advisable. I think the best advice came from you, HA, who said he should consult his immigration lawyer. I will suggest this to him; and I will also suggest that he contact the US consulate in Calgary (through which he filed his immigrant visa application). If anybody would know for sure, it seems to me that the lawyer and the consulate would.
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I’ve dealt with cases like this, recently even. The problem is that he has to overcome the legal presumption that he is an intending immigrant. The best way to overcome the presumption is to document his intent to depart the U.S. at the end of a short stay. Some ways to do this: a round-trip plane ticket, proof that he is only taking, say, a 1-week leave from work, proof that he owns property in his home country, etc.
Whatever happens, he should NOT lie about anything to a U.S. official. They can easily check the computer system and see that he has a pending fiancé petition, and a determination that he has committed fraud is the kiss of death. (BTW the last couple of fiancé petitions I’ve filed have taken 6 and 12 weeks to be approved, respectively. Then it takes usually another couple of months or more for USCIS to forward the approved petition through channels to the appropriate Consulate, for an interview to be scheduled, etc. The applicant also needs to make sure he has all the required supporting documentation, which is almost identical to the documentation required for an immigrant visa - medical exam, birth certificate, police clearances, proof of termination of any prior marriages, etc. For Canadians who don’t have significant time spent in other countries or negative criminal or immigration history, it’s usually not too painful to collect the required documents.)
How badly does he want to risk being turned around at the border, and that it will make the fiancé visa more difficult down the road? Can’t he just wait a few months to go to Vegas, until after he has arrived on his fiancé visa? I also heartily recommend that he speak with a knowledgeable immigration attorney. Consular staff can have, to put it politely, mixed degrees of helpfulness.
Eva Luna, U.S. Immigration Paralegal
What “manpower”? There’s these things called “databases”, they’re magical!
Well I was wrong then, sorry Elbows!
It makes me wonder how Canadians or Bermudans would ever prove they are in the country legally though, odd exclusion.
I found a few posts on immigration boards indicating that this can be a problem when Canadians attempt to adjust their status, as many of them drove in and don’t have any paper record of their crossing.
Even if they don’t have a paper record, CBP may have a database record if their passports were scanned. It’s a PITA, but one can get CBP records via the Freedom of Information Act. And possibly also via CBP’s new entry records database if it was in the past 5 years, though the database is spotty especially for older records.
Eva, my thanks go to you also. Very helpful comments; thanks again!
My sister’s stepson, a Canadian citizen, lived and worked in the US, legally, for some years. He went for a weekend to Vancouver, and, at the end of the weekend, was refused re-entry. I don’t know the reason, but his home, his belongings, his job, and, basically his entire life, were in California, and he was unable to return to them. He had to start all over in Canada.
Follow-up:
I’ve spoken with Buddy; and passed along the advice that I’ve got here. Thanks especially to Hello Again and Eva Luna. Buddy will stay in Canada for now.
Looks like I’m headed to Vegas on my own, on a tourist visa. Look out Vegas! 
One further thought: how would a CBP official have any way to know that his fiancee wasn’t planning to meet up with him in Vegas and get hitched there?
Yet another follow-up:
Recently, Buddy and his girlfriend in Oregon have decided that they really have no future together. He has informed US authorities that he would like to cancel his immigration application, and they have done so. Buddy will stay in Canada–and if the number of young Canadian ladies with whom he seems to be in contact after the breakup is any indication, he’s likely to stay in Canada for some time.
Thought you might all like to know how it turned out. Again, thanks to all who contributed advice.