Well it appears that Scott Walker thinks a wall with Canada is something worth considering....
Dude, don't try and out Trump, Trump.
A) You Can't
B) When you try, you look nuts
Have to admit a bit of bias here since I have visited Canada multiple times in the last few years (about 3 or 4 times a year). I have to say, I have not met hordes nor even small groups of Canadians or folks in Canada who may not be Canadian citizens who have some sort of burning desire to sneak to the south.
Just because someone brings something up in a town hall meeting does not mean that you have to consider it.