Yes, Costco membership is valid on both US and Canada stores. However, US Costco pricing is generally cheaper because Costco US has better discount from suppliers.
For pricing of tires, you can go to Costco.com and then goto tire wed page, type in your car's make and model, you will get the price. Michelin has a $60 rebate for 4 tires until end of June. Check it out.
I dont' know about costco US pricing but you can shop at US Costco with your Cnd Costco membership.
There are other places to get tires in the states. I am not too sure.. usually my bf is the one who find those deals.
Bellingham Costco. Make sure you the tires run into dirt/water (don't overdone it) and cross the border at night so that it won't make it so obvious. Friends are doing it, no one get caught.
Trouble-free that includes everything would be Costco. If you want to find better deals, you need to give your tire sizes and make calls to individual shops.