Illinois is closer to Canada than to Mexico.
It is much closer to Mexico
Canada .
I believe it is Mexico
Mexico is warmer as it is much closer to the equator than Canada.
South Dakota is closer to Canada than a lot of places are, but it doesn't border Canada. There are many US states that border Canada, so they are clearly closer to it than South Dakota, which doesn't. South Dakota is, however, closer to Canada than Florida is, for instance. South Dakota is also closer to Canada than it is to Mexico or England or South Africa. I'm not certain the intent of this question, but you might wish to clarify so that someone can answer more specifically what you need to know.
The US is far closer to South America than Canada. California, Arizona, and Texas particularly, because they have large borders with Mexico; Florida is also notorious because of its large coastline and proximity to Cuba. Many also go to New Mexico.
In geographic terms, bot are equally close, bordering the United States. If you mean on either cultural or socio-demographic terms, it is much closer to Canada.
With 2.16 million square kilometers (0.86 million sq mi) from Greenland vs. 1.96 million square kilometers (0.76 million sq mi) from Mexico, Greenland is approximately 10% bigger than Mexico.
The U.S. (both countries have a common border).
Florida is closer to Romania.
Mexico is closer to the equator