I have bought several bottles from Parker's Whisky in Banff, Scotland and they ship across the pond including good O'Canada. http://www.parkerswhisky.co.uk/shop
It's not so much the shipping to Canada, it's the fact that both Canada and the US only allow alcohol shipments to registered importers. Canada's custom agents are very very good at finding alcohol shipments, so much so that the majority of shops refuse to ship to Canada merely because all their shipments end up being returned or destroyed. US customs appears to be a bit laxer about their inspections than ours so many places will still ship there. One of the lads at Royal Mile Whiskies told me that on average 80% of their shipments to the US make it through but 100% of their shipments to Canada were rejected. Therefore they only ship non-alcoholic goods to us now and don't even attempt to ship bottles anymore.
It's also illegal to mail alcohol across provincial borders in most (if not all) parts of Canada. That's highly unfortunate as there's a great shop in Calgary called the Kensington Wine Market
which stocks 200+ expressions and averages $10 - $15 per bottle cheaper than the BCLC's, and occassionally you find a really phenomenal deal there. As an example I went to the KWM to pick up an order while in Calgary visting my parents over X-Mas and found my bottle of Longrow 14 for $116. The same bottle costs $164 at the BCLC.