Just takes some paper work on the buyers end. As far as you are concerned as a seller, it is conducted normally. You transfer title to them exactly the same. They can get title with an out of country address. The biggest thing you can do to help the buyer is to provide them with some sort of bill of sale stating the price and date you sold it to them. This helps them a lot for importing the car to Canada.
The buyer will need to fill in some export papers (one page) and submit it to US customs with the title. The car must remain in the US for 3 business days while that is processed, and then they may take it accross and go to Canada customs where they fill out another form and pay tax if applicable. Only certain border crossings can deal with vehicle export/import.
It's best they contact US and Canada customs to get all the details. It's very important that every step be followed. It's very easy though.
Every province is a little different, but they should talk to their local insurance provider to figure out the insurance. here in BC I was able to insure My truck without BC registration or plates to drive it home.