You and your wife need a valid U.S. visa (like B-2 tourist visas) to enter the U.S. from Canada.

Basically, in that you bring proof of hotel bookings, travel plans, or a travel itinerary for your stay in the U.S.

Be ready to answer questions at the border, officers may ask about your plans and how long you'll stay. and also make sure that you return to Canada or leave the U.S. before your authorized stay ends.