the canadians would not accept the US I94 and advise you throw it away. Most people did throw it away or keep it forever and did not have any problem in their future re-entering US. For safty's sake, I think you can go to find a US INS official at an airport or you can mail it back to INS. But anyway, if you decide not to return to US, you'd better change your address with IRS (with Form 8820). It will eliminate any problem in the future, whether or not you've submitted you I94.
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