When learning he was born in Canada, Doug worries that he cannot run for president. This is actually a common misconception that someone born outside the US is unable to run for presidency. To become a president, you must be a natural born-citizen of the United States, which means having one parent that is an American citizen. Since both of Doug's parents are full Americans (being born and raised in America), Doug would be completely eligible to run for president - despite his Canadian birthplace.
When Doug learns he was born in Montreal he exclaims that "Nothing good ever happens in Montreal!". Interestingly enough - Kevin James got one of his first major breaks at a Just for Laughs comedy festival in Montreal in 1996.