In Canada: no LTE roaming yet. Turn off LTE while in Canada (see below)
My experience over the last year has been that AT&T has no LTE roaming agreements with any Canadian carrier. So regardless of the network - Bell, Rogers, Telus - it's strictly 3G (or 2G). It's a shame, but that's life.
I've tested this back and forth with locked and unlocked iPhone 5's, comparing the AT&T SIM and a Telus SIM in the same phone.
An unlocked iPhone 5 that works will LTE in Canada, will not get LTE successfully with the AT&T SIM.
The same unlocked iPhone 5 will work with 4G (HSPA+) in Canada with an AT&T SIM.
If you do not turn off LTE while in Canada, you end up in DATA limbo. Your phone sees the LTE, tries to use the LTE, but cannot use it. The result is that the phone does not connect to the data network, all services that depend upon data stop working.
The fix is to disable LTE while in Canada.
I'm headed back up there this Sunday. If the situation has changed, I will update.