Canada and USA have the same region code 1, but for example Europe has (except Russia, Ukraine and Belarus) region 2. Since you live in the U.S., I think you have a DVD player that goes well with region code 1 DVDs. Heartland DVDs in the Amazon are all region 1, so you should do alright with them :) If you can, buy the DVDs!
Season 1 (region 1) / Season 2 (all regions) / Season 3 (region 1) / Season 4 (region 1) / Heartland Christmas (region 1)
And eventually there will be season 5 DVD as well :)