Some helpful links
Newfoundland was Britain's first overseas colony, and the Church of England was established there by a charter of 1578 for a settlement which didn't survive. Follow the link for more on religion in Newfoundland and Labrador
Hans Rollman of Memorial University on Anglicans and others in early Newfoundland
A few Canadian diocesan websites show interest in history.
The oldest of the Canadian dioceses, Nova Scotia (now Nova Scotia and Prince Edward Island), has summarized its history on a timeline.
The oldest parish church building in what is now Canada is St. Paul's, Halifax. Follow the link for its history
And a very few lines only on the second oldest of the Canadian dioceses, Quebec
The diocese of Fredericton, history
Trinity Church, Saint John, NB, incorporated in 1786, recalls its history here
A historical sketch of the diocese of Rupert's Land.
The diocese of Saskatchewan, history
Here's a useful database of Canadian Anglican records at the national church archives