They represent great, old cities at the heart of each country's history. Each city has a unique spirit. If dropped blindfolded into one or the other, you would know at first glimpse: the brownstones of Commonwealth Avenue, the exterior three-story ironwork walk-ups of St. Denis. You are unmistakably in Boston, unmistakably in Montreal. You can be no place else in North America. Montreal is geographically closer to Boston than to Toronto. Montreal and Boston, each in their histories, has had this thing about the British. And during Prohibition, Montreal was where many strait-laced Brahmins escaped for fun—for booze, gambling and...