Well, we had the Atlanta Braves win the Series over the Houston Astros a few days ago. Around that time, the always informative Kevin Glew mentioned the first Canadian to play in the World Series as we know it now (1903-) was John O'Neill in 1906.
That piqued my interest on how many Canadians played in the World Series. Fortunately, the wonderful people at the Canadian Baseball Hall of Fame did a lot of the legwork for me.
So, this list is from the Canadian Hall. Check out their site on the link above.
So as mentioned, John O'Neill was the first, playing for the White Sox in 1906
Next player to play in the Series is Jimmy Archer in 1907 for Detroit and 1910 for the Cubs.