that is what my family did over two years ago. At that time I lived in Greater Toronto Area, received job offer for job in California. Once the company immigration lawyer sent me all the paper work, we drove to Niagara Falls, Queenston-Lewiston bridge, during normal business hours (M-F 9-5pm) .
make sure you have long form birth certificates for your children (rather than the card size birth certificate), if they are born in Ontario.
the long form birth certificate is 8.5 x 11 inch paper, showing both parents. (also bring original marriage certificate.)
the CPB officer did not ask why we were applying for TN in Lewiston, NY, when the job is in California.
we also went to Bank Of America to open US bank account, as my company wanted a bank account number on my first day on the job.
then we went to Olive Garden restaurant in Niagara Falls to celebrate, then drove back to greater Toronto area.
We fly to California a few days later, on a Sunday, and I started my job Monday morning. looking back, it was all a blur....