Niagara Falls In Canada is the important waterfall. Niagara Falls is a set of massive waterfalls located on the Niagara River, separating the Canadian province of Ontario and the U.S. state of New York. While not exceptionally high, the Niagara Falls are very wide. The falls were formed when glaciers receded at the end of the last ice age, and water from the then newly-formed Great Lakes carved a path through the Niagara Escarpment on its way to the Atlantic Ocean.