In Canada records used for genealogy are held at several different levels.
The National level holds records that cover the entire country and most of these records are held by the federal government. They include immigration, citizenship, and military records. (See CanadaGenWeb)
Provincial records are specific to Ontario and are held by the provincial government.
Regional records cover a specific region within Ontario. These are usually held by the municipal or regional government or transferred to the provincial government.
Local records are those specific to a city, town or village. They can be held locally, municipally, provincially or even transferred to the federal level.
Ontario GenWeb offers information on some provincial / territorial, regional and local records. Information regarding national records can be found on CanadaGenWeb.