I think it depends on your credit card company. Some of them might not be comfortable with you leaving the US and will either require you to maintain a US address or have you close the account. I do intend to keep two of my credit cards if possible (no foreign transaction fees for me

), but I'll also be getting a Canadian one.
The other issue is things like mortgages and financing depend on your credit history. I think Canada is much more lenient on credit history in general, though, so it's not as big of a deal as establishing good credit history in the US.