How can I open a corporation when I don't have a physical presence?
In your case since you only need the US company to serve as sort of a proxy to your Canadian business, you should consider forming your corporation in one of the incorporation heavens, such as Wyoming or Delaware. You then can travel to any state and use your incorporation documents to open a bank account for your new entity.
Keep in mind that you will need to maintain a Registered Agent for your corporation in the state where you register it. This can easily be done using commercial Registered Agent service (we offer it as part of the incorporation package for just $99 a year).
As far as forwarding mail to international destinations, those two states do allow you to list an international address as the mailing address (as well as business address), so you shouldn't have any problems. In any case, the states rarely mail anything, and if your company is served your Registered Agent will forward you all the scanned material via email, fax and fast mail. Finally, the IRS do mail the EIN confirmation letters to any recognized international destination.
Hopefully that answers your question.