After finishing my J1 program, I did not service the 2-year home country residence in by home country, but transferred to Canada and got a residence at Canada. Now, in which countries could I satisfy the J1 two-year foreign residence requirement?

The two year foreign residence requirement may only be satisfied in the country of nationality or last permanent residence as indicated on SEVIS DS-2019 Form (or Form IAP-66). If you are a citizen of one country and a permanent resident of a second country, you must satisfy the home residence requirement in the country of last permanent residence indicated on SEVIS DS-2019 Form. 

These countries must be listed on the SEVIS DS-2019 Form (or Form IAP-66). If there is an error on the form, the State Department takes the position that the USCIS, not the State Department, must correct the error, if the program sponsor will not correct the error. In many instances, the two-year foreign residency requirement may be waived by submitting the J1 waiver application to U.S. Department of State.